Quantitative Researcher

Aptic Groupe; Paris; Sur place; EUR 75 000 - 110 000; Plein temps

Résumé du poste

Aptic Groupe, a Paris-based hedge fund, is seeking a Quantitative Researcher to join its team focusing on Cash Equities and Futures. The role spans mid-frequency trading horizons and centers on designing, testing, and implementing systematic trading strategies that influence live trading results.

You will work with Portfolio Managers, IT and Data teams to advance research and deployment, and you will continuously refine strategies for stronger performance and robustness over time.

Qualifications

• 2+ years of experience in quantitative research within a trading or hedge fund environment.
• Proven experience designing, developing and deploying systematic trading strategies.
• Proven alpha generation and strategy performance.

Responsabilités

• Conduct alpha research across mid-frequency trading horizons.
• Own the end-to-end research process from idea generation through backtesting, validation, and live deployment.
• Work closely with Portfolio Managers, IT, and Data teams to drive research and implementation.
• Monitor and continuously improve live trading strategies to ensure sustained performance and robustness over time.

Connaissances

Python

C++

Description du poste

We are working with a Paris-based quantitative hedge fund looking to bring on a talented Quantitative Researcher to join its growing team, with a focus on Cash Equities and Futures.

The role operates across mid-frequency trading horizons and involves contributing to the design, development, and implementation of systematic trading strategies. You’ll work alongside experienced industry professionals on alpha research, risk management, and portfolio construction, and will have the opportunity to see the direct impact of your work on live trading performance.

Role responsibilities

• Conduct alpha research across mid-frequency trading horizons.
• Own the end-to-end research process, from idea generation through backtesting, validation, and live deployment.
• Work closely with Portfolio Managers, IT, and Data teams to drive research and implementation.
• Monitor and continuously improve live trading strategies to ensure sustained performance and robustness over time.

Requirements:

• 2+ years of experience in quantitative research within a trading or hedge fund environment, they are opened to junior and senior profiles.
• Proven experience designing, developing, and deploying systematic trading strategies.
• Proven track record of alpha generation and strategy performance (e.g., Sharpe ratio, annual returns, etc...).
• Strong programming skills: proficiency in Python required, with C++ considered a plus.