Quantitative Researcher

Anson McCade; Paris; Sur place; EUR 40 000 - 56 000; Plein temps

Résumé du poste

Anson McCade is seeking a Junior/Entry Level Quantitative Researcher for a systematic quant hedge fund. The role covers the full lifecycle from data preprocessing to implementation and monitoring, collaborating with fellow researchers, developers and traders.

Ideal candidates hold a Master’s or PhD in mathematics, physics, CS or engineering, with strong coding skills in Python, C++, Java or MATLAB and some finance exposure. A collaborative, data-driven environment is emphasized.

Qualifications

• Master's or PhD in a numerate field (Math/Physics/CS/Engineering).
• Excellent coding ability in at least one language (Python, C++, Java, MATLAB).
• Finance knowledge from studies/internships/pro work.
• Strong attention to detail and ability to work in a team.

Responsabilités

• Involvement in end-to-end strategy development from data analysis to backtesting and implementation.
• Apply quantitative methods to analyze market patterns and identify tradeable opportunities.
• Collaborate with researchers, developers and traders to collect data and optimise systematic strategies.

Connaissances

Python

C++

Java

MATLAB

Attention to detail

Collaboration

Formation

Master's or PhD in Mathematics/Physics/CS/Engineering

Description du poste

Quantitative Researcher (Junior/Entry Level) - Systematic/Quant Hedge Fund

My client is systematic hedge fund with offices globally. Their teams trade all liquid markets and cover a mix of HFT, Stat Arb/Mid-Frequency, Quant Macro, and Event-Driven strategies. The firm is looking for graduate or junior-level Quantitative Researchers to cover the full strategy lifecycle, from data pre-processing through to implementation and monitoring, in collaboration with other Quantitative Researchers, Developers and Traders. This is an excellent opportunity for PhD and Master's level graduates with a background in mathematics, statistics, or a related STEM field. Successful candidates will work in a collaborative environment where they will cover the full strategy pipeline from initial data analysis/cleaning to implementing and monitoring strategies.

The Role:

• Involvement in all aspects of the strategy development process, from research based on large datasets to the creation, backtesting and implementation of strategies.
• You will use quantitative methods to conduct in-depth analysis of market patterns and trends. You will use methods such as statistical modelling and machine learning techniques to identify tradeable opportunities.
• This is a collaborative environment where you will work with other quantitative researchers to collect data, discuss research, and optimise systematic trading strategies.

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.