Independent Quant Portfolio Manager

CW Talent Solutions is partnering with a leading global hedge fund to hire a Quantitative Equity Portfolio Manager for their Paris office. This is a high-impact opportunity to run capital and deploy alpha-driven strategies within a collaborative, low-politics environment.The Role:We’re looking for a proven Portfolio Manager or Alpha Contributor with...

A leading global hedge fund in Paris seeks a Quantitative Equity Portfolio Manager to run capital and develop alpha-driven strategies in a collaborative environment. The ideal candidate will have at least 5 years of capital management experience within hedge funds, a proven track record of generating significant PnL, and the ability to deploy systematic...

ABC arbitrage Asset Management is an asset manager that develops quantitative and systematic strategies, trading across numerous asset classes and global financial markets. Technology, research, and data are the cornerstones of our business. We distinguish ourselves through a culture based on collaboration, enabling us to deliver strong performance year...

Skip to contentJunior Quantitative Portfolio Manager Location: Paris The company We are a Paris-based quantitative asset management firm, specializing in systematic equity and multi-asset strategies.Our investment philosophy is built on advanced quantitative research, proprietary model development, and cutting-edge technology.The team places a strong...

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. WorldQuant is built on a culture that pairs academic sensibility with...

€150,000 - 250,000 EUR Formulaic Bonus Onsite WORKING Location: Paris, Île-de-France - France Type: Permanent Intraday/Mid Frequency Equity/Futures Portfolio Manager - Systematic Strategies Our client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for...

Role:- The role will focus on signal generation and strategy improvement, as well as portfolio optimization. You will be involved in all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, back testing, and performance monitoring. You will also focus on theorizing, reasoning, and investigating...

Founded in 1991, CFM is among the leaders in quantitative and systematic asset management, employing a scientific approach to develop alternative investment strategies that deliver value for our clients. We value innovation, dedication, and collaboration, fostering an environment where experts in research, technology, and business can explore new ideas and...

Role:- Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Requirements:- ...