Quantitative developer

Riskdata S.A; France; Sur place; EUR 11 160 - 16 740; Plein temps

Résumé du poste

A quantitative analytics firm in Auvergne-Rhône-Alpes is seeking an intern to develop portfolio optimization tools. This internship offers hands-on experience in quantitative finance and could lead to a Junior Quantitative Analyst position. Candidates should have strong quantitative skills and be proficient in R, Python, and C++. Interested applicants can submit their CV and cover letter via email.

Qualifications

• Degree in a relevant quantitative field.
• Strong understanding of portfolio optimization.
• Experience with R/Python and C++ programming.

Responsabilités

• Develop a robust portfolio optimizer for Riskdata.
• Integrate the optimizer into the Riskdata Quantitative Library.
• Address uncertainties in portfolio optimization.

Connaissances

Quantitative skills in financial mathematics

Statistics

R programming

Python programming

C++ programming

Formation

Degree from a French Grande École or equivalent

Description du poste

We are looking for an intern to work on extending our range of portfolio optimization tools. This internship is meant to last a minimum of 6 months and could lead to a position of Junior Quantitative Analyst.

The successful candidate will develop a robust portfolio optimizer and integrate it in the Riskdata Quantitative Library. To achieve this goal, he or she will need to:

• Understand the aim of portfolio optimization from the point of view of an asset manager and realize the fragility of approaches relying on returns and variances estimators,
• Reformulate the mean-variance optimization problem or variations thereof so that its solutions are robust to the uncertainties of the input parameters,
• Implement and test a numerical algorithm solving the optimization problem within the RQL.

Knowledge/Experience/Skills:

• A degree from a French Grande ´Ecole or equivalent
• Outstanding quantitative skills in financial mathematics and statistics
• R/Python and C++ programming

Contact:

Please send us a copy of your CV together with a cover letter to careers(at)riskdata.com.

About Riskdata

Riskdata provides risk managers, quantitative analysts and portfolio managers with accurate real-time calculation of any risk analytics.