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Junior Quantitative Analyst in Systematic Trading
Il y a 3 mois
Position Overview:
The role involves conducting research, developing, and executing innovative alpha generation strategies.
Engaging with extensive market data to discern patterns and formulate fully algorithmic trading methodologies.
Designing and deploying trading strategies that leverage market insights.
Efficiently managing, storing, and retrieving vast datasets to uncover trading prospects.
Qualifications:
We welcome recent PhD graduates with relevant internship experience in high-frequency trading or cryptocurrency markets, as well as seasoned quantitative researchers.
Proficiency in data science and time series analysis is essential.
Hands-on programming skills in Python or C++ are a must.
Experience in alpha and signal generation, along with familiarity with statistical models in a high-frequency trading environment, is advantageous.
A demonstrated passion for Neural Networks, Artificial Intelligence, Algorithms, Numerical Analysis, or Stochastic Calculus, evidenced by academic coursework, peer-reviewed publications, or relevant internships.
Key attributes for success in this role include a high level of motivation, adaptability, and initiative.
A strong interest in Financial Engineering, Options, or Cryptocurrency Markets is highly desirable.
Preference will be given to candidates based in Paris.
