Quantitative economics researcher

Capital Fund Management (CFM); Paris; On-site; EUR 110,000 - 150,000; Full time

Job summary

Capital Fund Management (CFM) is a global quantitative asset manager founded in 1991. We unite researchers, technologists and business experts to create data-driven investment strategies and robust trading signals.

This role centers on economics-driven quantitative research and hands-on collaboration with data and software engineers. You will work in a 100+ researcher team, applying machine-learning and econometric techniques to transform research ideas into production-ready signals and

Qualifications

• PhD in Economics required or equivalent.
• Post-PhD research experience preferred.
• Strong programming skills in Python.

Responsibilities

• Push the research frontier by reproducing and expanding state-of-the-art ideas.
• Generate and test investment hypotheses and perform rigorous analyses/backtests.
• Explore and assess traditional and alternative data for informational value.
• Build and deploy robust trading signals in collaboration with engineering teams.

Skills

Python programming

Machine learning

Econometrics

Data analysis

Teamwork

Communication

Education

PhD in Economics

Post PhD experience

Tools

Datasets

Job description

Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.

We value innovation, dedication, collaboration and the ability to make an impact and together we create an environment for talented and passionate experts in research, technology and business to explore new ideas and challenge assumptions.

YOUR ROLE

As a Quantitative Researcher specializing in economics, you will extract insights from a wide range of datasets – from traditional financial data to unconventional alternative. Your work will focus on building new strategies and enhancing those already implemented at CFM, focusing on fundamental analysis and data-driven insights.

You will join a team of 100+ researchers and collaborate closely with data engineers and software engineers to turn research ideas into robust, production-ready trading signals.

YOUR RESPONSIBLITIES

Push the research frontier

• Reproduce and expand on state-of-the-art ideas in the field
• Continuously refine models and methods based on empirical evidence and newly available data.

Generate and test investment ideas

• Formulate new investment hypotheses and research questions.
• Design and execute rigorous statistical analyses and backtests to validate (or invalidate) these ideas.

Explore and assess data

• Evaluate datasets (traditional and alternative) for their informational content and usability.
• Study the relationship between new features and existing economic quantities
• Transform promising data into strategies used in our research and production environment.

Build and deploy trading signals

• Transform research results into robust, additive trading insights.
• Work with engineering teams to implement and maintain these signals in production.

The ideal candidate combines strong creativity, to uncover new and original features from our catalog of datasets, with a high degree of rigor in testing and validating ideas. Experience working with complex datasets using machine-learning and/or econometric techniques is highly valued. While a strong interest in finance is essential, prior professional experience in the field is not required.

YOUR SKILLS

• PhD in Economics
• Post PhD experience (academic or private sector research)
• Understanding of the ins and outs of machine learning algorithms—and can tweak them as needed
• Experience with datasets
• Programming skills in Python
• Adaptable and rigorous, capable of working in a quickly evolving environment .
• Strong teamwork and communication skills

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

FOLLOW US

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