Quantum Finance Research Engineer (Postdoc) - Nice Campus

Quantum Flagship; Nice; Hybride; EUR 60 000 - 90 000; Plein temps

Résumé du poste

EDHEC Quantum Institute on the Nice campus invites applications for a Research Engineer in Quantum Computing for Finance at the postdoc level. The role blends rigorous research with algorithm development and industry-oriented proof-of-concept design, under the supervision of Professor Lionel Martellini.

A full-time CDI position awaits the right candidate. Responsibilities include applied research on portfolio optimization, risk analytics, derivatives pricing, Monte Carlo methods, and ML, with

Qualifications

• PhD required in quantum computing or related field.
• Strong foundations in optimization, linear algebra, probability, or ML.
• Experience implementing advanced algorithms in Python.
• Knowledge of financial applications is desirable.

Responsabilités

• Conduct applied research on quantum and quantum-inspired finance methods.
• Translate finance use cases into computable problems for quantum methods.
• Design, implement, and benchmark algorithms using classical baselines and quantum solvers.
• Collaborate with financial institutions and quantum tech partners.
• Develop reproducible research code and contribute to papers and reports.
• Present findings to specialists and executives.

Connaissances

Python

Algorithm design

Machine learning

Research experience

Formation

PhD in quantum computing or related field

Postdoctoral or equivalent research experience

Outils

Qiskit

PennyLane

Cirq

D-Wave Ocean

Description du poste

EDHEC Quantum Institute on the Nice campus invites applications for a Research Engineer in Quantum Computing for Finance at the postdoc level. The role blends rigorous research with algorithm development and industry-oriented proof-of-concept design, under the supervision of Professor Lionel Martellini.

A full-time CDI position awaits the right candidate. Responsibilities include applied research on portfolio optimization, risk analytics, derivatives pricing, Monte Carlo methods, and ML, with