Quantitative Developer: Portfolio Construction & Backtesting

Capital Fund Management (CFM); Paris; On-site; EUR 90,000 - 150,000; Full time

Job summary

Capital Fund Management (CFM) in Paris seeks a dynamic Quantitative Developer to join Quant Engineering. You will work with researchers and portfolio managers to build core portfolio-construction features and backtesting environments.

The role emphasizes production and simulation workflows, trading-cost modeling, and monitoring frameworks, with collaboration across teams to advance quantitative research in systematic investing.

Qualifications

• Master's degree or engineering degree or PhD in a relevant field.
• Strong mathematical foundation (probability, statistics, linear algebra, optimization).
• Excellent software development skills, with strong Python and its scientific stack (Pandas, NumPy, Scikit-learn and similar).
• Familiarity with modern engineering practices (version control, testing, CI/CD) and fluency with AI-augmented development tools.
• Curiosity, rigour, and a genuine interest in systematic investing and financial markets.
• Ability to learn quickly, manage multiple priorities, and collaborate effectively across teams in a dynamic environment.
• Excellent communication skills in English; French is a plus.
• A first experience in quantitative finance, data science or related field.

Responsibilities

• Develop and enhance core portfolio-construction features across systematic 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 and strategies, and to assess robustness, performance, and risk.
• Integrate trading-cost modeling into the mark-to-market process to validate PnLs net of trading costs.
• Build tools and libraries that help quant researchers advance innovative portfolio construction and optimization methodologies.
• Provide support to Portfolio Managers, including tooling, analytics, and investigation support.
• Monitor production and simulation activity, investigate anomalies, and analyze unexpected behavior in decision processes (signals, positions, constraints, execution-related impacts).
• Deliver reliable analytics and diagnostics that support decision-making across production and research workflows.
• Promote engineering best practices (code quality, testing, reproducibility, monitoring, documentation) within research and development teams.

Skills

Advanced mathematics

Strong Python

Pandas/NumPy/Scikit-learn

Collaborative teamwork

Education

Master's degree in CS/Engineering/Applied Mathematics

PhD preferred

Tools

Git

CI/CD

Backtesting frameworks

Job description

Capital Fund Management (CFM) in Paris seeks a dynamic Quantitative Developer to join Quant Engineering. You will work with researchers and portfolio managers to build core portfolio-construction features and backtesting environments.

The role emphasizes production and simulation workflows, trading-cost modeling, and monitoring frameworks, with collaboration across teams to advance quantitative research in systematic investing.