Quantitative developer

We are looking for an intern to work on extending our range of portfolio optimization tools. This internship is meant to last a minimum of 6 months and could lead to a position of Junior Quantitative Analyst.

The successful candidate will develop a robust portfolio optimizer and integrate it in the Riskdata Quantitative Library. To achieve this goal, he or she will need to:

• Understand the aim of portfolio optimization from the point of view of an asset manager and realize the fragility of approaches relying on returns and variances estimators,
• Reformulate the mean-variance optimization problem or variations thereof so that its solutions are robust to the uncertainties of the input parameters,
• Implement and test a numerical algorithm solving the optimization problem within the RQL.

Knowledge/Experience/Skills:

• A degree from a French Grande ´Ecole or equivalent
• Outstanding quantitative skills in financial mathematics and statistics
• R/Python and C++ programming

Contact:

Please send us a copy of your CV together with a cover letter to careers(at)riskdata.com .

About Riskdata

Riskdata provides risk managers, quantitative analysts and portfolio managers with accurate real-time calculation of any risk analytics.