Junior Quantitative Developer

Capital Fund Management (CFM); Paris; In loco; EUR 90.000 - 150.000; Tempo pieno

Descrizione del lavoro

Capital Fund Management (CFM) in Paris seeks a dynamic Quantitative Developer to join Quant Engineering. You will work with researchers and portfolio managers to build core portfolio-construction features and backtesting environments.

The role emphasizes production and simulation workflows, trading-cost modeling, and monitoring frameworks, with collaboration across teams to advance quantitative research in systematic investing.

Competenze

• Master's degree or engineering degree or PhD in a relevant field.
• Strong mathematical foundation (probability, statistics, linear algebra, optimization).
• Excellent software development skills, with strong Python and its scientific stack (Pandas, NumPy, Scikit-learn and similar).
• Familiarity with modern engineering practices (version control, testing, CI/CD) and fluency with AI-augmented development tools.
• Curiosity, rigour, and a genuine interest in systematic investing and financial markets.
• Ability to learn quickly, manage multiple priorities, and collaborate effectively across teams in a dynamic environment.
• Excellent communication skills in English; French is a plus.
• A first experience in quantitative finance, data science or related field.

Mansioni

• Develop and enhance core portfolio-construction features across systematic strategies, in both production and simulation/backtesting environments.
• Collaborate with quantitative research teams to model, implement, and integrate new portfolio-construction ideas into production.
• Design and improve backtesting frameworks to validate new ideas and strategies, and to assess robustness, performance, and risk.
• Integrate trading-cost modeling into the mark-to-market process to validate PnLs net of trading costs.
• Build tools and libraries that help quant researchers advance innovative portfolio construction and optimization methodologies.
• Provide support to Portfolio Managers, including tooling, analytics, and investigation support.
• Monitor production and simulation activity, investigate anomalies, and analyze unexpected behavior in decision processes (signals, positions, constraints, execution-related impacts).
• Deliver reliable analytics and diagnostics that support decision-making across production and research workflows.
• Promote engineering best practices (code quality, testing, reproducibility, monitoring, documentation) within research and development teams.

Conoscenze

Advanced mathematics

Strong Python

Pandas/NumPy/Scikit-learn

Collaborative teamwork

Formazione

Master's degree in CS/Engineering/Applied Mathematics

PhD preferred

Strumenti

Git

CI/CD

Backtesting frameworks

Descrizione del lavoro

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Founded in 1991, CFM is among the leaders in quantitative and systematic asset management, employing a scientific approach to develop alternative investment strategies that deliver value for our clients. We value innovation, dedication, and collaboration, fostering an environment where experts in research, technology, and business can explore new ideas and challenge conventional thinking.

YOUR ROLE

CFM is seeking a dynamic Quantitative Developer to join Quant Engineering, the Technology division that builds the systems turning quantitative research into production. Within Quant Engineering, you will join the Portfolio Construction team, which designs, builds, and monitors systematic portfolios across equities, futures, and options strategies in both production and large-scale backtesting environments.

Based in Paris, you will work closely with quantitative researchers, Portfolio Managers, and other Technology teams to develop and enhance the core components of our portfolio construction, simulation, and monitoring frameworks, including the modeling of trading costs and the mark-to-market valuation of positions. You will contribute to improving rebalancing and allocation processes, integrating advanced quantitative approaches, and strengthening monitoring across production and backtests, including the investigation of anomalies that impact trading decisions.

KEY RESPONSIBILITIES

Develop and enhance core portfolio-construction features across systematic strategies, in both production and simulation/backtesting environments.

Collaborate with quantitative research teams to model, implement, and integrate new portfolio-construction ideas into production.

Design and improve backtesting frameworks to validate new ideas and strategies, and to assess robustness, performance, and risk.

Integrate trading-cost modeling into the mark-to-market process to validate PnLs net of trading costs.

Build tools and libraries that help quant researchers advance innovative portfolio construction and optimization methodologies.

Provide support to Portfolio Managers, including tooling, analytics, and investigation support.

Monitor production and simulation activity, investigate anomalies, and analyze unexpected behavior in decision processes (signals, positions, constraints, execution-related impacts).

Deliver reliable analytics and diagnostics that support decision-making across production and research workflows.

Promote engineering best practices (code quality, testing, reproducibility, monitoring, documentation) within research and development teams.

YOUR SKILLS

Master's degree or engineering degree or PhD in a relevant field (e.g., Computer Science, Engineering, Applied Mathematics).

Strong mathematical foundation (probability, statistics, linear algebra, optimization).

Excellent software development skills, with strong Python and its scientific stack (Pandas, NumPy, Scikit-learn and similar).

Familiarity with modern engineering practices (version control, testing, CI/CD) and fluency with AI-augmented development tools.

Curiosity, rigour, and a genuine interest in systematic investing and financial markets.

Ability to learn quickly, manage multiple priorities, and collaborate effectively across teams in a dynamic environment.

Excellent communication skills in English; French is a plus.

A first experience in quantitative finance, data science or related field.

EQUAL OPPORTUNITIES STATEMENT

We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles .