Quantitative Developer - Equity & Options Portfolio Construction

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

Quantitative Developer - Equity & Options Portfolio Construction

Paris, 75, FR

Overview

CFM is seeking a dynamic Quantitative Developer to join its PortfolioConstruction team within the Equity Pole. The team designs, builds, and monitors systematic Equity and Options portfolios in both production and large-scale backtesting environments, with a focus on Statistical Arbitrage and Volatility Arbitrage strategies. Based in Paris, you will work closely with IT teams, quantitative researchers, and Equity Strategy Portfolio Managers to develop and enhance core components of our portfolio construction, simulation, and monitoring frameworks; you will contribute to improving rebalancing and allocation processes, integrating advanced quantitative approaches, and strengthening monitoring for both production and back tests, including investigation of anomalies impacting trading decisions.

Responsibilities

• Develop and enhance core features for Equity and Options strategies in both production and simulation/backtesting environments.
• Collaborate with quantitative research teams to model, implement, and integrate new portfolio construction ideas into production.
• Design and improve backtesting frameworks to validate new ideas/strategies and assess robustness, performance, and risk.
• Build tools and libraries that support quant researchers in advancing innovative portfolio construction and optimization methodologies.
• Provide support to the Equity Strategy Portfolio Manager, including tooling, analytics, and investigation support.
• Monitor production and simulation activity, investigate anomalies, and analyse unexpected behaviour in Equity decision processes (signals, positions, constraints, execution-related impacts).
• Contribute to decision-making support by delivering reliable analytics and diagnostics for production and research workflows.
• Promote best practices (code quality, testing, reproducibility, monitoring, documentation) within research and development teams.

Your Skills

• Master’s degree in a relevant field (e.g., Computer Science, Engineering, Applied Mathematics).
• Ideally 4 to 8 years of professional experience.
• Solid experience as a quantitative developer in a financial institution.
• Strong Python skills and scientific stack: Pandas, NumPy, Scikit-learn (and similar ecosystem tools).
• Ability to manage multiple tasks, work effectively in a team, and thrive in a dynamic environment.
• Excellent communication skills in French and English.
• Plus: knowledge of market finance, and practical exposure to Equity portfolio construction (risk/exposure management, constraints, rebalancing, factor/sector neutrality, etc.).

Equal Opportunities Statement

We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success. CFM is a signatory of the Women Empowerment Principles.