Mid-Frequency Quant Researcher: Alpha Strategy Builder

Aptic Groupe; Paris; Sur place; EUR 90 000 - 130 000; Plein temps

Résumé du poste

A Paris-based quantitative hedge fund is seeking a talented Quantitative Researcher to join its growing team, focusing on Cash Equities and Futures with options, fixed income, and commodities as optional areas.

The role spans mid-frequency horizons and involves design, development, and implementation of systematic trading strategies, alpha research, risk management, and portfolio construction, with live trading impact.

Qualifications

• 3+ years of experience in quantitative research within a trading or hedge fund environment.
• Proven experience designing, developing, and deploying systematic trading strategies.
• Proven track record of alpha generation and strategy performance (e.g., Sharpe ratio, annual returns, maximum drawdown).
• Strong programming skills: Python required, with C++ considered a plus.
• Fluency in French is preferred but not mandatory.

Responsabilités

• Conduct alpha research across mid-frequency trading horizons.
• Own the end-to-end research process, from idea generation through backtesting, validation, and live deployment.
• Work closely with Portfolio Managers, IT, and Data teams to drive research and implementation.
• Monitor and continuously improve live trading strategies to ensure sustained performance and robustness over time.

Connaissances

Python

C++

Quantitative research

Backtesting

Alpha research

Description du poste

A Paris-based quantitative hedge fund is seeking a talented Quantitative Researcher to join its growing team, focusing on Cash Equities and Futures with options, fixed income, and commodities as optional areas.

The role spans mid-frequency horizons and involves design, development, and implementation of systematic trading strategies, alpha research, risk management, and portfolio construction, with live trading impact.