Senior Index Quant Researcher

Selby Jennings; Paris; Sur place; EUR 80 000 - 120 000; Plein temps

Résumé du poste

A leading hedge fund in Paris is seeking an early-career Quantitative Researcher to develop systematic index rebalance strategies. The ideal candidate has advanced training in a quantitative field and 8-10 years of experience in delta-1 systematic strategies. This role offers long-term career growth and a strong team culture focused on high-quality data and infrastructure for rapid strategy development.

Qualifications

• Advanced degree in Mathematics, Physics, Computer Science, or Engineering.
• 8-10 years of experience developing index rebalance or delta-1 systematic strategies.
• Strong coding skills in Python, R, Matlab or C++, C#.

Responsabilités

• Research and develop systematic index rebalance strategies across global indices.
• Work closely with the team to maintain back testers and produce reports.
• Contribute to risk and factor modeling.

Connaissances

Mathematics

Coding in Python

Research and development

Data analysis

Statistical modeling

Formation

Advanced degree in a quantitative field

Outils

Python

R

Matlab

C++

C#

Description du poste

A leading $5Bn hedge fund has a team running systematic Index Rebalance strategies across global indices, in Paris.

The team is looking to hire an early-career Quantitative Researcher to support with the research and development of their strategies. The PM is well-established within the business and is eager to hire someone looking for long-term career growth and learning opportunities.

The hire should have expertise developing index rebalance or delta-1 strategies, should have and should have a strong mathematical grounding.

The hedge fund prides itself on providing high quality data and infrastructure for trading, ensuring strategies can be developed and begin running quickly.

Responsibilities

• Research and develop systematic index rebalance strategies across global indices.
• Work closely with the team to maintain and develop back testers, produce reports, and evaluating new datasets.
• Contributing to the overall pipeline, including Risk and Factor Modelling.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
• 8-10 years of experience developing index rebalance or delta-1 systematic strategies.
• Strong coding skills in at least one of the following programming languages : Python, R, Matlab and / or C++, C#.

If interested, please apply via the link. Due to the high volume of applications, additional time may be needed for suitable applicants to receive a response.