Quantitative Investment Manager

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Quantitative Investment Manager

Your main responsibilities:

• Contribute to alpha research, signal development and evaluation of new investment ideas,
• Perform backtests, sensitivity analyses, stress tests, performance attributions,
• Participate in the development of systematic management products across various asset classes and risk monitoring and management tools,
• Manage quantitative portfolios in accordance with quantitative strategies and models and defined risk profiles.

Your profile:

• Master's or PhD in finance, financial engineering, physics, mathematics, CFA is a plus,
• 1 to 3 years of experience in quantitative research, systematic or index product management in a buy-side or hedge fund environment,
• Good understanding of equity markets, long/short strategies, risk factors, portfolio optimisation and performance attribution,
• Strong proficiency in Python; Matlab appreciated,
• Ability to adopt new IT tools (libraries, frameworks), use them and contribute sporadically within a modern workflow (Git/Gitlab, CICD),
• Experience with pandas, NumPy, SciPy, scikit-learn, Jupyter, financial databases, Bloomberg or equivalent tools,
• Analytical mind, rigour, autonomy and ability to communicate clearly, excellent team spirit,
• Fluent in French and English (working languages).