Quantitative PM / Researcher - Hedge Fund - Paris

M.R Search Financial Markets; Paris; Hybride; EUR 100 000 - 125 000; Plein temps

Résumé du poste

A leading quantitative hedge fund in Paris is seeking a Quantitative Portfolio Manager or Senior Quantitative Researcher to drive the lifecycle of Systematic Macro strategies. The ideal candidate has at least 5 years of experience, especially in Tier 1 Hedge Funds, and strong skills in Python and the Quant ecosystem. This position offers competitive compensation, cutting-edge infrastructure, and geographic flexibility. If you are a quantitative finance expert aiming to manage your own P&L, apply now!

Prestations

Competitive Compensation

Cutting-Edge Infrastructure

Freedom and Support

Qualifications

• Minimum of 5 years of experience as a Quant Researcher or Portfolio Manager.
• Experience at Tier 1 Hedge Funds or reputable Prop Trading Shops.
• Advanced proficiency in Python and the Quant ecosystem.

Responsabilités

• Design, test, and optimize Systematic Macro strategies.
• Manage the alpha pipeline from research to production.
• Collaborate with Risk Management to adhere to risk frameworks.

Connaissances

Quantitative Macro Strategies

Risk Management

Python

Data Science

Portfolio Management

Outils

NumPy

Pandas

Backtesting Platforms

Description du poste

Quantitative Portfolio Manager / Senior Quant Researcher - Systematic Macro (Global Locations)

For a leading quantitative hedge fund with over $20 billion in Assets Under Management (AUM), we are seeking an experienced Quantitative Portfolio Manager (PM) or a Senior Quantitative Researcher to join their global investment platform. The successful candidate will be responsible for driving the entire lifecycle of Systematic Macro (Absolute Return) strategies across a broad spectrum of asset classes (Equities, Commodities, FX, Interest Rates, and Crypto-Assets).

This is a unique opportunity to progeressively deploy risk on various strategies, benefiting from their existing state-of-the-art research and execution infrastructure, as well as their established alpha library to accelerate P&L generation.

Key Responsibilities

• Strategy Development : Design, test, backtest, and optimize Systematic Macro strategies across multiple asset classes.
• Pipeline Management : Manage the entire alpha pipeline, from initial research and data sourcing through to production integration and live monitoring.
• Infrastructure & Tools : Utilize and contribute to the firm's existing advanced research, simulation, and execution infrastructure. Leverage their existing alpha libraries as a foundation for rapid performance generation.
• Risk Management : Collaborate closely with the Risk Management team to understand, integrate, and strictly adhere to their risk framework before capital deployment.
• Capital Deployment : Following a successful ramp-up period and alignment with the risk framework, actively deploy and manage a significant capital allocation and generate P&L.
• Mentorship and Collaboration : Contribute to the team's research culture and potentially mentor junior researchers.

Desired Profile

• Proven Experience : Minimum of 5 years of significant experience as a Quant Researcher or Portfolio Manager focused on Systematic / Quantitative Macro strategies.
• Institutional Background : Essential experience gained at Tier 1 Hedge Funds or reputable Prop Trading Shops.
• Track Record : Verifiable Track Record of developing and deploying performant, original alphas, strictly in an Absolute Return context.
• Technical Skills : Advanced proficiency in Python and the Data Science / Quant ecosystem (e.g., NumPy, Pandas, machine learning frameworks, backtesting platforms).
• Asset Class Expertise : Deep understanding and practical experience in quantitative trading across multiple asset classes (FX, Fixed Income / Rates, Commodities, Equities, Crypto).

What They Offer

• Competitive Compensation : A high base salary, supplemented by a significant percentage cut of the generated P&L, structured for Senior Portfolio Managers.
• Cutting-Edge Infrastructure : Immediate access to ultra-high-performance trading, data, and computation infrastructure, and advanced research tools.
• Freedom and Support : The freedom to develop your unique strategies while benefiting from their existing alpha libraries for accelerated time-to-market.
• Geographic Flexibility : Flexible location (to be discussed based on the candidate's profile).
• Ramp-up Time : They provide the necessary time for successful integration into their risk framework and systems before the full deployment of capital.

If you are a quantitative finance expert with a drive to manage your own P&L supported by world-class infrastructure, please submit your CV.