Quantitative Developer – Equity & Options Portfolio Construction

Capital Fund Management (CFM); Paris; Sur place; EUR 60 000 - 90 000; Plein temps

Résumé du poste

Capital Fund Management (CFM) is looking for a Quantitative Developer to join the Portfolio Construction team in Paris. In this role, you will develop and enhance Equity and Options strategies while collaborating closely with IT teams, quantitative researchers, and Portfolio Managers.

The ideal candidate will have a Master’s in a relevant field, strong Python skills, and 4 to 8 years of experience. Join CFM to contribute to innovative portfolio strategies and analytics.

Qualifications

• Ideally 4 to 8 years of professional experience.
• Ability to manage multiple tasks and work effectively in a team.
• Knowledge of market finance and practical exposure to Equity portfolio construction is a plus.

Responsabilités

• Develop and enhance core features for Equity and Options strategies.
• Collaborate with teams to model and integrate new portfolio ideas.
• Design and improve backtesting frameworks.
• Monitor production and simulation activity and investigate anomalies.

Connaissances

Python skills

Expertise in Pandas

Background in Applied Mathematics

Communication in French and English

Formation

Master’s degree

Outils

NumPy

Scikit-learn

Description du poste

Founded in 1991, CFM is among the leaders in quantitative and systematic asset management, employing a scientific approach to develop alternative investment strategies that deliver value for our clients. We value innovation, dedication, and collaboration, fostering an environment where experts in research, technology, and business can explore new ideas and challenge conventional thinking.

YOUR ROLE

CFM is seeking a dynamic Quantitative Developer to join its Portfolio Construction 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 strong 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 the 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 the investigation of anomalies impacting trading decisions.

KEY 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.
• 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.