Quantitative Researcher

JR France; Les Ulis; Sur place; EUR 40 000 - 60 000; Plein temps

Résumé du poste

A leading quantitative hedge fund is seeking Junior Quantitative Researchers for their Paris office. This role offers an opportunity to engage deeply in the research process and collaborate closely with traders and developers. Candidates should possess a Master’s or PhD in a numerate field and coding skills in languages such as Python or C++. Ideal for recent graduates passionate about quantitative research and finance.

Qualifications

• Master's or PhD required in a numerate field.
• Excellent coding skills in at least one language.
• Experience or knowledge of finance is a plus.

Responsabilités

• Collaborate with quantitative researchers to clean datasets and optimize trading strategies.
• Involve in all aspects of the strategy research/trading pipeline.

Connaissances

Problem Solving

Attention to Detail

Formation

Master's or PhD in Mathematics, Physics, Computer Science, or Engineering

Outils

Python

C++

Java

MATLAB

Description du poste

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Systematic Quantitative Researcher - Entry/Junior Level - Paris/London Office Locations

My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of MM/HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to be responsible for end-to-end strategy research. This is an excellent opportunity for PhD and Master’s graduates with a background in mathematics, statistics, computer science or a related field.

Successful candidates will work in a collaborative environment where they will gain exposure to the full research pipeline from the front office while working with developers and traders to optimize, implement, monitor and manage strategies.

The Role:

• Collaborate with other quantitative researchers and developers to clean datasets, discuss research, and optimise systematic trading strategies.
• Involvement in all aspects of the strategy research/trading pipeline, from research based on large datasets to the development, backtesting and monitoring of strategies in live trading.

Requirements:

• The ideal candidate will have a Master's or PhD in a numerate field of study, such as Mathematics, Physics, Computer Science, or Engineering.
• Excellent coding ability in at least one language. Previous successful candidates are proficient users of Python, C++, Java, MATLAB, etc.
• Experience/knowledge of finance from academic studies, internships or professional work.
• Strong attention to detail, excellent problem-solving abilities, and the ability to work well in a collaborative environment.