Senior Quant Researcher - Intraday Statistical Arbitrage

TN France; Paris; Sur place; USD 60 000 - 80 000; Plein temps

Résumé du poste

An established industry player is seeking a Senior Quant Researcher to join their dynamic team in Paris. This role involves researching and implementing innovative trading strategies within an automated trading framework. You'll analyze extensive data sets using advanced statistical methods to uncover trading opportunities while developing a deep understanding of market structures across various exchanges. The ideal candidate will have a strong quantitative background, proficiency in programming languages, and excellent communication skills. Join this forward-thinking firm and make a significant impact in the world of quantitative trading.

Prestations

Health Insurance

Dental Insurance

401(k) Contributions

Wellness Plans

Qualifications

• Quantitative background with degrees in relevant fields.
• Proficiency in programming languages like C++, Java, or Python.

Responsabilités

• Research and implement strategies within the automated trading framework.
• Analyze large data sets to identify trading opportunities.

Connaissances

Mathematics

Statistics

Programming (C++, Java, Python)

Communication Skills

Ability to Work Under Pressure

Formation

Degree in Mathematics

Degree in Statistics

Degree in Financial Engineering

Degree in Computer Science

Description du poste

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Senior Quant Researcher - Intraday Statistical Arbitrage, Paris

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Client:

Squarepoint Capital

Location:

Paris, France

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

8e55043178f3

Job Views:

1

Posted:

06.05.2025

Expiry Date:

20.06.2025

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Job Description:

Role 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.

Typical Day of Quant Researcher:

• 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.

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.

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.