Senior Systematic Portfolio Manager – Quant & Event-Driven

ABC Arbitrage SA; Paris; Hybrid; EUR 150,000 - 230,000; Full time

Benefits offered by this job

Transparent compensation

Autonomy with quant traders and IT

State-of-the-art technology platform

Collaborative work environment

Flexible remote work

Job summary

ABC arbitrage Asset Management in Paris is seeking two senior portfolio managers specialized in systematic equity strategies (including ETFs) and event-driven strategies.

As a Senior Quantitative Portfolio Manager, you will develop systematic trading strategies, build and manage the risk of a quantitative portfolio in production, and interact with quant traders, developers, operations and the investment committee.

Qualifications

• Minimum 5 years of experience building quantitative and systematic strategies with a verifiable track record.
• Independent in signal development and overseeing research projects as well as portfolio risk management.
• Strong quantitative background with statistics, machine learning and object-oriented programming.

Responsibilities

• Developing systematic trading strategies using predictive signals with a strong realised net Sharpe ratio > 1.
• Building, optimising and managing the risk of a quantitative portfolio in production.
• Managing projects in direct interaction with quant traders, developers and operations team as well as the investment committee.
• Managing relations with the sales and investors relationship department.
• Contributing to various research and development initiatives.

Skills

Quantitative analysis

Statistics

Machine learning

OO programming

Signal development

Job description

ABC arbitrage Asset Management in Paris is seeking two senior portfolio managers specialized in systematic equity strategies (including ETFs) and event-driven strategies.

As a Senior Quantitative Portfolio Manager, you will develop systematic trading strategies, build and manage the risk of a quantitative portfolio in production, and interact with quant traders, developers, operations and the investment committee.