Research Engineer in Quantum Computing for Finance (postdoc)

Quantum Flagship; Nice; On-site; EUR 60,000 - 90,000; Full time

Job summary

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.

Responsibilities

• 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.

Skills

Python

Algorithm design

Machine learning

Research experience

Education

PhD in quantum computing or related field

Postdoctoral or equivalent research experience

Tools

Qiskit

PennyLane

Cirq

D-Wave Ocean

Job description

Research Engineer in Quantum Computing for Finance (postdoc)

EDHEC Quantum Institutel is recruiting a Research Engineer in Quantum Computing for Finance - (M/F). This is afull-time permanent position (CDI) based on theNice campus.

The EDHEC Quantum Institute (EQI) is a pioneering initiative of EDHEC Business School dedicated to translating quantum innovation into tangible value for business and society. Structured around applied research, education, innovation, and outreach, the Institute builds bridges between quantum science, industry, and economic decision-making, with a particular focus on finance and financial services.

EQI is recruiting a Research Engineer at postdoctoral level to conduct applied research on quantum computing and quantum-inspired methods for finance. Under the direct supervision of Professor Lionel Martellini, Director of the Institute, the successful candidate will work closely with industrial partners from the financial sector and the quantum technology ecosystem. The role combines rigorous research, algorithm development, experimental benchmarking, and industry-oriented proof-of-concept design.

Main Responsibilities

Conduct applied research on quantum and quantum-inspired approaches to portfolio optimization, asset and signal selection, risk analytics, derivatives pricing, Monte Carlo simulation, and machine learning.

Translate economically relevant finance use cases into precise computational problems and determine whether their structure is genuinely suitable for quantum methods.

Design, implement, and benchmark algorithms using classical baselines, quantum-inspired solvers, quantum annealers, simulators, and gate-based quantum processors, as appropriate.

Assess solution quality, computational scaling, data-loading requirements, hardware constraints, error sensitivity, and end-to-end resource needs against the best available classical alternatives.

Collaborate with financial institutions and quantum technology providers to define research questions, milestones, proof-of-concept protocols, deliverables, and success criteria.

Develop reproducible research code and contribute to academic papers, technical reports, industry white papers, research proposals, and shared experimental workflows.

Present findings to specialist and executive audiences and support the supervision of interns, graduate students, or junior researchers when required.

Profil

PhD in quantum computing, quantum information science, computer science, applied mathematics, operations research, physics, financial engineering, or a closely related field; postdoctoral or equivalent research experience preferred.

Strong foundations in at least two of the following: combinatorial optimization, numerical linear algebra, probability and stochastic simulation, machine learning, algorithm design, or computational finance.

Demonstrated ability to implement and evaluate advanced algorithms in Python; experience with Qiskit, PennyLane, Cirq, D-Wave Ocean, or comparable frameworks is highly desirable.

Clear understanding of the distinction between theoretical speedup, hardware-level performance, and end-to-end practical advantage, with a commitment to evidence-based assessment and avoidance of quantum overclaiming.

Knowledge of financial applications is desirable. Candidates from quantum science or computer science must be willing to acquire the necessary finance expertise; candidates from finance must demonstrate substantial quantum computing competence.

Strong research record evidenced by publications, working papers, open-source software, conference contributions, or technically demanding industrial projects.

Ability to work autonomously and collaboratively in interdisciplinary teams; excellent written and spoken English. French is an advantage but is not required.