Senior Quant Researcher - CTA / Short-Term

Squarepoint Capital; Paris; Sur place; EUR 40 000 - 60 000; Plein temps

Résumé du poste

A financial trading firm in Paris is seeking a candidate to research and implement automated trading strategies. Responsibilities include analyzing data sets, monitoring trading performance, and collaborating with colleagues. Candidates should possess a quantitative background in relevant fields and programming proficiency in languages such as C++, Java, or Python. The anticipated minimum salary for this position is competitive based on location and experience.

Prestations

Discretionary bonuses

Health and dental benefits

401(k) contributions

Qualifications

• Strong quantitative background with relevant degrees.
• Proficiency in at least one major programming language.
• Experience with intraday bar data and trading opportunities.

Responsabilités

• Research and implement trading strategies.
• Analyze data sets to find trading opportunities.
• Monitor and evaluate trading performance.
• Present results and discuss with management.

Connaissances

Quantitative background

Programming proficiency

Strong communication skills

Ability to work under pressure

Familiarity with non-equity asset classes

Formation

Degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science, or Physics

Outils

C++

Java

Python

Description du poste

Overview

Position Overview :

• Research and implement strategies within the firm’s automated trading framework.
• Analyze large data sets using advanced statistical methods to identify trading opportunities.
• Develop a strong understanding of market structure of various exchanges and asset classes.
• Critically question results to ensure they are statistically significant and robust.

Typical Day

• Primary focus throughout the day is on researching and implementing trading ideas.
• Before market open, check that all required data and related processes are ready for the trading day.
• During market hours, sporadically monitor behavior and performance of strategies.
• Compare live performance with simulations.
• Present results to your manager and discuss improvements, open questions, and next steps.

Required Qualifications

• Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics.
• Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python).
• Strong communication skills and ability to work well with colleagues across multiple regions.
• Ability to work well under pressure.
• Good familiarity with instruments of at least one liquid non-equity asset class (futures, FX, cash treasuries).
• Experience working with intraday bar data and researching intraday trading opportunities.

Compensation and Benefits

The minimum base salary for this role is $60,000 if located in New York. This expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates’ compensation and benefits will be determined in consideration of various factors.

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