Quantitative Portfolio Manager
- 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.
- 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
- 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.