Quantitative Developer - Equity & Options Portfolio

Capital Fund Management (CFM); Paris; Sur place; EUR 50 000 - 80 000; Plein temps

Résumé du poste

Capital Fund Management (CFM) is looking for a Quantitative Developer to join the Portfolio Construction team in Paris. The role involves developing and improving systematic Equity and Options portfolios, collaborating closely with IT teams and quantitative researchers to enhance portfolio frameworks and integration of quantitative approaches.

The ideal candidate will have a Master's degree, strong Python skills, and significant experience in a financial institution. Proficiency in French and English is required. Join us in promoting best practices in a dynamic environment.

Qualifications

• 4 to 8 years of professional experience as a quantitative developer in a financial institution.
• Excellent communication skills in French and English.
• Knowledge of market finance and practical exposure to Equity portfolio construction.

Responsabilités

• Develop core features for Equity and Options strategies.
• Collaborate to model and integrate new portfolio construction ideas.
• Design backtesting frameworks to validate ideas/strategies.
• Build tools to support quant researchers.
• Monitor production activity and investigate anomalies.

Connaissances

Python

Statistical Arbitrage

Volatility Arbitrage

Pandas

NumPy

Scikit-learn

Formation

Master’s degree in Computer Science, Engineering, or Applied Mathematics

Description du poste

Capital Fund Management (CFM) is looking for a Quantitative Developer to join the Portfolio Construction team in Paris. The role involves developing and improving systematic Equity and Options portfolios, collaborating closely with IT teams and quantitative researchers to enhance portfolio frameworks and integration of quantitative approaches.

The ideal candidate will have a Master's degree, strong Python skills, and significant experience in a financial institution. Proficiency in French and English is required. Join us in promoting best practices in a dynamic environment.