Quantitative Researcher - MFT

Aptic Groupe; Paris; Sur place; EUR 90 000 - 130 000; Plein temps

Résumé du poste

A Paris-based quantitative hedge fund is seeking a talented Quantitative Researcher to join its growing team, focusing on Cash Equities and Futures with options, fixed income, and commodities as optional areas.

The role spans mid-frequency horizons and involves design, development, and implementation of systematic trading strategies, alpha research, risk management, and portfolio construction, with live trading impact.

Qualifications

• 3+ 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, maximum drawdown).
• Strong programming skills: Python required, with C++ considered a plus.
• Fluency in French is preferred but not mandatory.

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++

Quantitative research

Backtesting

Alpha research

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 ideally on Cash Equities and Futures, though candidates with experience in Options, Fixed Income, and Commodities are also welcome. 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

• 3+ 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, maximum drawdown).
• Strong programming skills: proficiency in Python required, with C++ considered a plus.
• Fluency in French is preferred but not mandatory.