Quantitative Economics researcher

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

Résumé du poste

Capital Fund Management is seeking a Quantitative Researcher specializing in economics to extract insights from diverse datasets and build new strategies. You will work with 100+ researchers and collaborate with data engineers and software engineers to turn ideas into robust, production-ready trading signals.

The ideal candidate has a PhD in economics, post-PhD research experience, and strong skills in machine learning, econometrics, and Python.

Qualifications

• PhD in economics is required.
• Post PhD experience in research.
• 03
• Experience with ML and econometrics on large datasets.
• Programming in Python is essential.
• Adaptable and rigorous with strong teamwork and communication.

Responsabilités

• Push the research frontier: reproduce and expand on state-of-the-art ideas.
• Generate and test investment ideas with rigorous analyses and backtests.
• Explore and assess traditional and alternative data for signals.
• Build and deploy trading signals with production teams.

Connaissances

Python

Machine learning

Econometrics

Teamwork

Communication

Adaptable

Formation

PhD in economics

Post PhD experience

Description du poste

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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. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing 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 RESPONSIBILITIES

• 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 applied machine learning / econometrics to large 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.