Portfolio Engineering Intern: Constraint Analytics & Optimization

Capital Fund Management (CFM); Paris; Vor Ort; EUR 13.000 - 20.000; Vollzeit

Zusammenfassung

Capital Fund Management in Paris seeks an intern for the Portfolio Engineering - Directional team. You will observe and analyze constraint bindings within the internal optimization stack and help turn research signals into invested positions.

The role focuses on evaluating constraint formulations, proposing improvements, and validating changes against historical portfolios. You will work with Research and IT, using Python, cvxpy, and Git to deliver robust, interpretable results.

Qualifikationen

• Final year of an engineering school or MSc in a quantitative field.
• Strong background in convex optimization; cvxpy is a plus.
• Proficient in Python (pandas, NumPy) with clean, tested code.
• Comfort with real production data and ambiguity in findings.
• Interest in portfolio construction and financial markets; duality knowledge a plus.
• Follows good team practices: Git daily, code review, clear writing.

Aufgaben

• Instrument the optimisation process to observe constraints and their portfolio impact over historical data.
• Analyze constraint interactions and quantify effects on positions, turnover, risk and performance.
• Design alternative constraint formulations and evaluate against current ones using historical portfolios.
• Challenge existing modelling choices and propose evolutions or improvements.
• Formulate recommendations on constraint modelling evolution.
• Refactor constraint modelling, build dashboards and reusable tooling for quality and observability.
• Validate changes against real historical portfolios (inputs, active constraints, outputs).

Kenntnisse

Convex optimization

Python

CVXPY

Portfolio construction

Git

Data analysis

Ausbildung

Engineering school (final year)

MSc in applied mathematics / OR / data science / CS / finance

Tools

cvxpy

Git

Jobbeschreibung

Capital Fund Management in Paris seeks an intern for the Portfolio Engineering - Directional team. You will observe and analyze constraint bindings within the internal optimization stack and help turn research signals into invested positions.

The role focuses on evaluating constraint formulations, proposing improvements, and validating changes against historical portfolios. You will work with Research and IT, using Python, cvxpy, and Git to deliver robust, interpretable results.