Requirements: English
Company: Anson McCade
Region: Paris , le-de-France
Systematic Quantitative Researcher - Entry/JuniorLevel - Paris/London Office Locations My client is a leadingquantitative hedge fund with offices across Europe, North Americaand Asia. Their teams trade all traditional asset classes and covera mix of MM/HFT, Stat Arb, Quant Macro, and Event-Drivenstrategies. The firm is looking for Junior Quantitative Researchersto be responsible for end-to-end strategy research. This is anexcellent opportunity for PhD and Masters graduates with abackground in mathematics, statistics, computer science or arelated field. Successful candidates will work in a collaborativeenvironment where they will gain exposure to the full researchpipeline from the front office while working with developers andtraders to optimize, implement, monitor and manage strategies. TheRole: - Collaborate with other quantitative researchers anddevelopers to clean datasets, discuss research, and optimisesystematic trading strategies. - Involvement in all aspects of thestrategy research/trading pipeline, from research based on largedatasets to the development, backtesting and monitoring ofstrategies in live trading. Requirements: - The ideal candidatewill have a Master''s or PhD in a numerate field of study, such asMathematics, Physics, Computer Science, or Engineering. - Excellentcoding ability in at least one language. Previous successfulcandidates are proficient users of Python, C++, Java, MATLAB, etc.- Experience/knowledge of finance from academic studies,internships or professional work. - Strong attention to detail,excellent problem-solving abilities, and the ability to work wellin a collaborative environment.