Senior Index Quant Researcher

il y a 4 semaines


Paris, France Selby Jennings Temps plein

A leading $5Bn hedge fund has a team running systematic Index Rebalance strategies across global indices, in Paris.The team is looking to hire an early-career Quantitative Researcher to support with the research and development of their strategies. The PM is well-established within the business and is eager to hire someone looking for long-term career growth and learning opportunities.The hire should have expertise developing index rebalance or delta-1 strategies, should have and should have a strong mathematical grounding.The hedge fund prides itself on providing high quality data and infrastructure for trading, ensuring strategies can be developed and begin running quickly. ResponsibilitiesResearch and develop systematic index rebalance strategies across global indices.Work closely with the team to maintain and develop back testers, produce reports, and evaluating new datasets.Contributing to the overall pipeline, including Risk and Factor Modelling.RequirementsAdvanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.8-10 years of experience developing index rebalance or delta-1 systematic strategies.Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#. If interested, please apply via the link. Due to the high volume of applications, additional time may be needed for suitable applicants to receive a response.


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