Quantitative Developer - Portfolio construction 1 1 1 1

Capital Fund Management (CFM); Paris; Sur place; EUR 90 000 - 150 000; Plein temps

Résumé du poste

Capital Fund Management (CFM) in Paris seeks a dynamic quantitative Developer to join our Portfolio team. This role focuses on constructing and monitoring portfolios in production and back-testing environments across stocks, futures, and options.

You will work with experienced engineers to enhance portfolio construction, design back-testing frameworks, and build tools to support quant researchers. Requirements include a Master’s degree in Computer Science or Engineering, 7+ years of experience,

Qualifications

• Master’s degree in Computer Science or Engineering.
• 7+ years of professional experience preferred.
• Strong Python with Pandas/NumPy/Scikit-learn and clear communication in FR and EN.

Responsabilités

• Collaborate with quant research teams to model and build core portfolio construction features.
• Design and enhance back-testing frameworks to validate strategies and assess performance.
• Build essential tools to support quant researchers in advancing portfolio construction methods.
• Participate in production and back-testing environment decision-making support.
• Promote adoption of best practices within research teams.

Connaissances

Python

Pandas

NumPy

Scikit-learn

French & English

Team collaboration

Formation

Master's degree in Computer Science or Engineering

Outils

Back-testing frameworks

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.

ABOUT THE POSITION

Mission:

CFM is seeking a dynamic quantitative Developer to join our Portfolio team. This team focuses on constructing and monitoring portfolios in production and back testing environments across various asset classes, including stocks, futures, and options.

Based in Paris, you will work alongside experienced engineers to enhance portfolio construction processes.

Key Responsibilities:

• Collaborate with quant research teams to model and build core portfolio construction features and integrate new ideas into production.
• Design and enhance back-testing frameworks to validate strategies/new ideas and assess their performance.
• Build essential tools to support quant researchers in advancing innovative portfolio construction methodologies.
• Participate in the support of decision-making processes in production and back-testing environments.
• Promote the adoption of best practices within research teams.

Preferred Technical Skills and Experience:

• A Master's degree in a relevant field (e.g., Computer Science, Engineering).
• Ideally 7+ years of professional experience.
• Strong skills in Python and scientific libraries such as Pandas, NumPy, and Scikit-learn.
• Ability to manage multiple tasks, work effectively in a team, and thrive in a dynamic environment.
• Excellent communication skills in both French and English.

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 .