Python Quantitative Developer - Portfolio Construction

ABOUT CFM

Founded in 1991, CFM is among the leaders in quantitative and systematic asset management, employing a scientific approach to develop alternative investment strategies that deliver value for our clients. We value innovation, dedication, and collaboration, fostering an environment where experts in research, technology, and business can explore new ideas and challenge conventional thinking.

ABOUT THE POSITION

Mission:

CFM is seeking a dynamic Quantitative Developer to join its Portfolio team. This team designs, builds, and monitors systematic portfolios in both production and large-scale backtesting environments, across a wide range of asset classes including stocks, futures, and options.

Based in Paris, you will work closely with experienced engineers and researchers to develop and enhance the core components of our portfolio construction and optimization frameworks. You will contribute to improving rebalancing and allocation processes, integrating advanced quantitative approaches, and strengthening our monitoring of live portfolios and backtests (performance, risk, exposures, and behaviour in different market regimes).

Key Responsibilities:

Collaborate with quant research teams to model and build core portfolio construction features and integrate new ideas into production.

Design and enhance back-testing frameworks to validate strategies/new ideas and assess their performance.

Build essential tools to support quant researchers in advancing innovative portfolio construction methodologies.

Participate in the support of decision-making processes in production and back-testing environments.

Promote the adoption of best practices within research teams.

Preferred Technical Skills and Experience:

A Master's degree in a relevant field (e.g., Computer Science, Engineering).