Quantitative Portfolio Manager

  • Exceptional
  • Paris, Ile-de-France, France
  • Permanent, Full time
  • Mason Alexander
  • 10 Aug 17

Our client, a global Alternative Investment Manager with over 30BN AUM focused on Quantitative Strategies, is now looking to develop and expand its Quant Team.

The Role:

  • Business plan outlining your trading methodology and detailing your track record with live daily returns
  • Failing that, a realistic back-test based on out of sample data which includes execution assumptions including costs, slippage and market impact
  • Quantitative Trading background with at least 7 years of experience in stat-arb trading
  • Experience designing and trading a market neutral stat-arb strategy with the following characteristics
  • Developing trading strategies using statistical and machine learning algorithms.
  • Applying quantitative techniques and market intuition to large datasets and cultivate areas of expertise along the way
  • Advancing existing initiatives and opening opportunities to pursue new, previously unexplored research topics

 

Requirements include:

  • Bachelor’s, Master’s or PhD degree in Computer Science or equivalent
  • Expertise in statistics and machine learning
  • Experience tackling in-depth research projects
  • Solid analytical and organizational skills
  • The ability to communicate complex ideas clearly

 

Our client is offering a highly competitive remuneration package, the opportunity to join a growing firm with a collegiate working environment and a firm willing to bring new ideas to the table.

If you fit the above criteria and would like to have a highly confidential conversation please call Diarmuid on +353 1865 4414 or apply directly via the link provided.