Quant Portfolio Manager — Systematic Strategies

WorldQuant; Paris; On-site; EUR 120,000 - 190,000; Full time

Benefits offered by this job

Alpha pool access

Data and research datasets

Mentorship and collaboration

Job summary

WorldQuant in Paris seeks a Book Portfolio Manager to develop systematic strategies and manage quantitative investment portfolios across asset classes, including equities, futures, currencies, and options. You will apply Python and C++ programming to build predictive signals, contribute to firm-wide research, and collaborate with a multi-regional trading team, with transparent compensation and mentorship.

The role offers access to datasets and AI/ML initiatives, with opportunities to shape

Qualifications

• 2+ years’ experience in developing systematic strategies with a verifiable track record of positive PnL and Sharpe.
• Strong programming skills in mainstream quant languages, such as Python and C++.

Responsibilities

• Develop systematic strategies that exploit predictive signals across asset classes (equities, futures, currencies, options).
• Lead, manage and grow a quantitative investment portfolio.
• Contribute to broader firm research and strategic initiatives.

Skills

Quantitative portfolio management

Programming in Python and C++

Tools

Python

C++

Job description

WorldQuant in Paris seeks a Book Portfolio Manager to develop systematic strategies and manage quantitative investment portfolios across asset classes, including equities, futures, currencies, and options. You will apply Python and C++ programming to build predictive signals, contribute to firm-wide research, and collaborate with a multi-regional trading team, with transparent compensation and mentorship.

The role offers access to datasets and AI/ML initiatives, with opportunities to shape