Quantitative Researcher - MFT

Aptic Groupe; Île-de-France; On-site; EUR 90,000 - 130,000; Full time

Job summary

Aptic Groupe in Paris is seeking a Quantitative Researcher to join a growing team focusing on Cash Equities and Futures. You will contribute to mid-frequency alpha research, design, backtest, validate, and deploy strategies with direct impact on live trading performance.

You will work with Portfolio Managers, IT, and Data teams, optimizing strategies and risk controls. Proficiency in Python is essential; C++ is a plus, with 2+ years of hedge fund experience preferred.

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 track record of alpha generation and strategy performance (e.g., Sharpe ratio, annual returns).
• Strong programming skills: Python required, with C++ considered a plus.

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.

Skills

Alpha research

Backtesting

Trading strategies

Team collaboration

Tools

Python

C++

Job description

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.