Quantitative Economics Researcher — Data-Driven Signals

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

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