Junior Quantitative Researcher - PhD

Anson McCade; Paris; Sur place; EUR 60 000 - 80 000; Plein temps

Résumé du poste

A leading quantitative hedge fund in France is seeking a Junior Quantitative Researcher to join its core research group. The role involves designing data-ingestion pipelines, developing machine learning-driven trading strategies, and collaborating with senior researchers. Ideal candidates should have a PhD in a quantitative field and strong programming skills in Python. This position offers competitive compensation and access to cutting-edge research tools.

Prestations

Competitive compensation

Access to vast datasets

Culture of innovation

Qualifications

• PhD or Postdoctoral experience in a highly quantitative field.
• Research in machine learning, NLP, or reinforcement learning is preferred.
• Proven experience in quantitative finance is advantageous.

Responsabilités

• Contribute across the full research lifecycle.
• Design and implement data-ingestion pipelines.
• Develop ML-driven trading strategies.

Connaissances

Strong programming skills in Python

Experience with machine learning

Knowledge of natural language processing (NLP)

Experience with end-to-end analytical pipelines

Formation

PhD or Postdoctoral experience in quantitative fields

Outils

Python

C++

Java

Description du poste

My client are a leading quantitative hedge fund seeking a Junior Quantitative Researcher to join its core research group. This is a rare opportunity to work alongside some of the strongest academic quants in the industry, developing cutting‑edge systematic trading strategies powered by advanced machine learning and alternative data.

About the Role

As a Junior Quantitative Researcher, you will contribute across the full research lifecycle, including :

• Designing and implementing robust data‑ingestion pipelines
• Exploring and integrating both financial and alternative datasets
• Developing ML‑driven signals, including NLP and LLM‑based approaches
• Conducting alpha research and hypothesis testing
• Building, refining, and evaluating systematic trading strategies
• Running large‑scale backtests and portfolio optimisations
• Collaborating closely with senior researchers on high‑impact research initiatives

This role offers significant autonomy, access to exceptional computing resources, and the opportunity to contribute to the fund’s next generation of systematic strategies.

Ideal Candidate Profile

• PhD (or Postdoctoral experience) in a highly quantitative field such as Machine Learning, Statistics, Computer Science, Applied Mathematics, Physics, Engineering, or related disciplines
• Research directly related to machine learning (e.g., deep learning, NLP, reinforcement learning, generative models) is strongly preferred
• Strong programming skills with proficiency in Python ; experience with additional languages (e.g., C++, Java, etc.) is a plus
• Previous experience in quantitative finance (internship or full‑time ) at a hedge fund, prop‑trading firm, or trading desk is a strong advantage
• Demonstrated ability to tackle open‑ended research problems, work with large datasets, and develop end‑to‑end analytical or ML pipelines
• Comfortable working in a highly collaborative, intellectually rigorous research environment

What They Offer

• The chance to work with an elite group of PhD‑level researchers at one of the world’s most successful quant funds
• A high‑impact role where your research directly contributes to trading performance
• Access to vast datasets, world‑class infrastructure, and top‑tier research tools
• Competitive compensation, excellent benefits, and a culture focused on innovation and scientific excellence