Quantitative Researcher

Anson McCade; Paris; Sur place; EUR 60 000 - 100 000; Plein temps

Résumé du poste

A leading global quant hedge fund is seeking a Quantitative Researcher to join their Paris office. This role involves developing systematic trading strategies and collaborating with a world-class team to explore cutting-edge methods in quantitative finance. Ideal candidates will have a PhD in a quantitative discipline and strong Python programming skills, with a passion for financial markets.

Prestations

Competitive compensation

Career growth opportunities

Collaborative team environment

Work on cutting-edge problems

Qualifications

• Strong experience in Python programming.
• Any prior experience in a quantitative role within a hedge fund or investment bank is preferred.
• Machine learning experience is a strong plus.

Responsabilités

• Conduct quantitative research to identify and develop new alpha signals.
• Apply statistical and machine learning techniques to large financial datasets.
• Backtest, evaluate, and refine models in a robust production environment.

Connaissances

Python programming

Statistical techniques

Machine learning

Formation

PhD in a quantitative discipline

Outils

NumPy

pandas

scikit-learn

Description du poste

My client are a leading global quant hedge fund seeking a Quantitative Researcher to join their growing Paris office. This is an opportunity to work at the forefront of quantitative finance in a collaborative setup.

As a Quantitative Researcher, you’ll contribute to the development of systematic trading strategies, with a core focus on alpha generation and strategy development. You’ll work alongside a world-class team of researchers and developers in a truly collaborative structure, where ideas are shared openly and cutting-edge methods are constantly explored.

Key Responsibilities

• Conduct quantitative research to identify and develop new alpha signals and trading strategies.
• Apply statistical and machine learning techniques to large financial datasets.
• Collaborate with other researchers and technologists across the firm globally.
• Backtest, evaluate, and refine models in a robust production environment.

Ideal Candidate Profile

• PhD in a quantitative discipline (e.g. mathematics, statistics, computer science, physics, or engineering).
• Strong experience in Python programming; familiarity with scientific libraries (e.g. NumPy, pandas, scikit-learn).
• Any prior experience in a quantitative role within a hedge fund, investment bank, or proprietary trading firm is preferred.
• Machine learning experience is a strong plus.
• A passion for financial markets and a curious, research-driven mindset.

Why Join?

• Be part of a globally respected quant hedge fund with deep resources and a strong commitment to research.
• Join a collaborative team where your ideas and research are valued.
• Work on cutting-edge problems in a stimulating, intellectually rigorous environment.
• Competitive compensation, career growth, and the opportunity to make a real impact.