Senior Quantitative Portfolio Manager

il y a 3 jours


Paris, Île-de-France Abc Arbitrage Temps plein

About Abc Arbitrage

Abc Arbitrage is a leading asset management company that specializes in developing and implementing quantitative and systematic strategies across various asset classes and global financial markets. Our company is built on a strong foundation of technology, research, and data, which enables us to deliver strong performance year after year.

Our Culture

We pride ourselves on a collaborative culture that fosters the sharing of ideas and expertise among our employees. Our team is comprised of highly skilled professionals with an average age of 35 and predominantly coming from scientific higher education backgrounds.

Job Summary

We are seeking three senior quantitative portfolio managers to join our team. As a Senior Quantitative Portfolio Manager, you will be responsible for developing and implementing systematic trading strategies that exploit robust predictive signals and generate significant revenues with a realized net Sharpe ratio > 1.

Key Responsibilities

  • Strategy Development
    • Develop systematic trading strategies that exploit robust predictive signals generating significant revenues with a realized net Sharpe ratio > 1.
  • Portfolio Management
    • Build, optimize, and manage the risk of a quantitative portfolio in production.
  • Project Management
    • Manage your projects in direct interaction with quant traders, developers, and operations teams as well as the investment committee.
  • Relationship Management
    • Manage relations with the sales and investors relationship department.
  • Research and Development
    • Contribute to various research and development initiatives.

Our Commitment

We offer a transparent and attractive compensation package, autonomy to build your strategies with collaborative support from our quant traders and IT teams, access to our flexible and state-of-the-art technology platform, a collaborative work environment, and a work-life balance supported by a flexible remote work agreement.

Requirements

  • Experience
    • At least 5 years of experience building quantitative and systematic strategies with a verifiable track record.
  • Skills
    • Independent in signal development and overseeing research projects as well as portfolio risk management.
    • Broad quantitative culture and good understanding of statistics, machine learning, and object-oriented programming.
    • Result-oriented practical thinker.


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