Systematic Quant Research Intern

il y a 4 jours

Paris, France CANDRIAM Temps plein

Position description

**Business unit**:
Investment Management - Investment Management

**Job title**:
Systematic Quant Research Intern - Multi-Asset F/M

**Contract type**:
Internship

**Contract duration**:
6 months internship

**Candriam Group Presentation**:

- Candriam is a global multi-specialist asset manager and a recognized pioneer and leader in sustainable investment. For more than 25 years, Candriam has offered innovative and diversified investment solutions across many asset classes including fixed income, equities, absolute return, asset allocation and illiquid assets.

**As a Responsible Employer, Equal Employment Opportunity is crucial to Candriam. We are committed to building the best global team that represents a variety of backgrounds, perspectives, and skills. We provide an inclusive work environment and support wellbeing and work-life balance.**

**Mission**:

- As a Quantitative Researcher Intern, you will join the Multi-Asset Quantitative Strategies team. You will contribute to solving complex problems and developing advanced quantitative solutions.

**Responsabilities**:

- Your responsibilities will include:

- Researching and implementing quantitative trading models.
- Working on portfolio construction and optimization techniques.
- Conducting analysis on flow and arbitrage modeling using daily and intraday data.
- Contributing to the development and enhancement of a back-testing platform using Python.
- Exploring cutting-edge topics such as:

- Asset Allocation with Reinforcement Learning.
- Relative Value Trading leveraging clustering techniques
- Pattern Recognition Strategies using Machine Learning.

This role provides the opportunity to work on innovative strategies, collaborate with a high-performing team, and develop valuable skills in quantitative finance and programming.

**Profile**:
University Master's degree, engineering or business school.
- Knowledge in the investment management / financial markets.
- Strong expertise in quantitative modeling with a solid background in Quantitative Finance, Mathematics, or Statistics.
- Proficiency in Machine Learning techniques and advanced Python programming.
- Familiarity with.Net framework is a plus.
- Strong problem-solving abilities with a structured and methodical approach to work.
- Team-oriented mindset combined with a high level of autonomy and flexibility.

LI-POST

Position location

**Job location**:
Europe, France

**City**:
Paris

**Education**:
4. Master's Degree II / Bac+5

**Minimum level of experience required**:
Less than 2 years

**Languages**:

- English (C1 - Fluent)
- French (C1 - Fluent)

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