Job Title: Quantitative Researcher (Equities - Mid Frequency)
Location: Paris, France
About Our Client: Our Client is a prestigious quantitative hedge fund, recognized for its advanced trading strategies and exceptional performance in global financial markets. With a focus on rigorous research and cutting-edge technology, Our Client remains at the forefront of quantitative investing, delivering superior returns for its investors.
Position Overview: Our Client - Quantitative Hedge Fund is seeking a talented Quantitative Researcher with expertise in equities, particularly in mid-frequency trading strategies, to join our dynamic team in Paris. As a Quantitative Researcher, you will play a pivotal role in developing and enhancing quantitative models and strategies to optimize trading performance in equities markets.
Key Responsibilities:
Research and Model Development
- Conduct empirical research to identify and exploit inefficiencies in equities markets using statistical analysis and machine learning techniques.
- Develop, implement, and refine mid-frequency trading strategies across various equities markets to generate alpha.
- Utilize advanced quantitative methods to enhance trading algorithms and optimize execution strategies.
Data Analysis and Modeling:
- Collect, clean, and analyze large-scale financial datasets to extract meaningful insights and identify actionable trading opportunities.
- Build and maintain sophisticated quantitative models to forecast market trends, volatility, and other relevant factors impacting equities prices.
- Perform rigorous backtesting and simulation analyses to assess the performance and robustness of trading strategies.
Collaboration and Communication:
- Collaborate closely with portfolio managers, traders, and other members of the research team to integrate quantitative insights into the investment process.
- Communicate research findings, model methodologies, and trading recommendations effectively to stakeholders across the organization.
- Stay abreast of the latest developments in quantitative finance, market microstructure, and technology to contribute to the ongoing innovation and success of the hedge fund.
Qualifications:
- Advanced degree (Ph.D. or Master's) in quantitative finance, mathematics, statistics, physics, computer science, or a related field.
- Proven experience (3+ years) in quantitative research and modeling within equities markets, preferably in a mid-frequency trading environment.
- Strong proficiency in Python for quantitative analysis and model development.
- Deep understanding of statistical analysis, time series analysis, machine learning techniques, and their application to financial markets.
- Experience working with large-scale financial datasets and familiarity with data analysis tools such as Pandas, NumPy, or MATLAB.
- Excellent problem-solving skills, critical thinking abilities, and a passion for leveraging quantitative methods to drive investment success.
- Strong communication skills with the ability to effectively collaborate with cross-functional teams and articulate complex concepts to non-technical stakeholders.
- Fluency in English; proficiency in French is a plus.
Join Our Client: If you are a driven and talented quantitative researcher looking to make an impact in the dynamic world of hedge fund investing, Our Client offers an exciting opportunity to work alongside industry leaders and contribute to innovative investment strategies.
Join them in our mission to deliver superior returns for our investors while pushing the boundaries of quantitative finance. Apply now to be part of their team in Paris!
