- University Positions
- Paris
Highly Profitable Systematic Quant Hedge Fund Seeking Talented Junior Quants to Engage in Multi-Asset Alpha Research and Development (Python, C++) Please do not include hyperlinks on submitted CVs, which are likely to be quarantined as a result and deleted before reaching the recipient Junior Quantitative Researcher / Trader (Python, C++) Leading Quant Hedge Fund Seeking Junior Quantitative Researchers My client is a market-leading quantitative hedge fund focused on systematic, process-driven proprietary trading. The firm builds automated trading strategies aimed at capturing market inefficiencies across various markets and asset classes from a few milliseconds to longer term; both pure arbitrage or statistical in nature. They trade on state-of-the-art infrastructure to handle large trading volumes with offices globally. Operating at the intersection of trading, quantitative modelling, and technology makes roles there highly interdisciplinary. The role 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 Ideal candidates Quantitative background - degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research,puter Science and Physics Programming proficiency with at least one major programming or scripting language (e.g. C++, Java, Python) Strongmunication skills and ability to work well with colleagues across multiple regions Ability to work well under pressure Junior Quantitative Researcher / Trader Paris, FRANCE, EUROPE Job ID AMC/SC/SPJQR120723
