Quantitative developer

Riskdata S.A; France; À distance; EUR 30 000 - 50 000; Plein temps

Résumé du poste

An innovative firm is seeking an intern to enhance their portfolio optimization tools. This internship will last a minimum of 6 months and may lead to a Junior Quantitative Analyst position. The successful candidate will gain hands-on experience in developing a robust portfolio optimizer and integrating it into a sophisticated quantitative library. Ideal for those passionate about financial mathematics and programming, this role offers a unique opportunity to work on real-world challenges in risk management and quantitative analysis. If you are eager to apply your skills in a dynamic environment, this internship is perfect for you.

Qualifications

• Strong understanding of portfolio optimization and its challenges.
• Ability to reformulate optimization problems for robust solutions.

Responsabilités

• Develop a robust portfolio optimizer integrated into the Riskdata Quantitative Library.
• Implement and test numerical algorithms for optimization problems.

Connaissances

Quantitative Skills

Financial Mathematics

Statistics

R Programming

Python Programming

C++ Programming

Formation

Degree from a French Grande École

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 atcareers(at)riskdata.com.

About

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

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