· Building high-performance components for both live trading and simulation defining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
· Conducting alpha research and designing systematic strategies.
· Developing step by step strategies in production and development
· Build trading algorithms in Futures
· You have a solid knowledge of Python and are able to design your own research and analysis tools with maximum attention to performance issues.
· Strong research capabilities
· Intraday/ high frequency
· Generating alpha signals
· Fundamental Markets exposure
· Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
· Supporting desk strategists by providing them with quantitative tools
· Strong technical skills with experience in a quantitative analysis team (coding / developing in python, modeling, systems)
· Data manipulation and database experience (SQL preferred).
· Proactive in the promotion of new ideas
· Architecture enabling the transformation and the improvement of pricing and risk systems libraries,
· Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools
· Building efficient storage and access scheme for data and reference data across price, economic, and big data sets
· Researching and implementing performance analytics, including signal performance and post-trade analytics
· Year experience we are looking for between 2-6 years
· MS or PhD in finance, computer science, mathematics, physics, or another quantitative discipline.
· Experience researching systematic macro strategies.
· Experience researching intraday futures / FX strategies.
· Strong programming skills with a high level of proficiency in Python.
• Location: Paris
• Salary: € competitive + Bonus and great amounts of benefits
REFER A FRIEND/ COLLEAGUE
• If you're interested in this opportunity, please forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 emails: email@example.com for more details.
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