Quantitative Developer - Portfolio Construction

Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.

We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.

YOUR ROLE

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 behavior 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.

YOUR SKILLS

• A Master’s degree in a relevant field (e.g., Computer Science, Engineering).
• Ideally 5+ years of professional experience.
• Strong skills in Python and scientific libraries such as Pandas, NumPy, and Scikit-learn.
• Ability to manage multiple tasks, work effectively in a team, and thrive in a dynamic environment.
• Excellent communication skills in both French and English.

EQUAL OPPORTUNITIES STATEMENT

We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.

CFM is a signatory of the Women Empowerment Principles.