Quantitative Portfolio Manager

Quantitative Portfolio Manager150,000-250,000 EURFormulaic Bonus

Onsite WORKINGLocation: Paris, Île-de-France – France Type: Permanent

Intraday/Mid Frequency Equity/Futures Portfolio Manager - Systematic Strategies

Our client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for PMs trading intraday/mid frequency strategies in Equities or Futures markets to set up their own teams globally, including offices in New York, London, Paris, Singapore, and Dubai.

They have a mandate for Quant PMs or Quant Traders with a track record of researching, deploying and managing strategies with Sharpe ratios above 2 to set up teams in return for a significant risk allocation with strong guaranteed compensation, and Pn

L % payouts once trading goes live.

Successful candidates will have experience with researching, developing and monitoring strategies, and will be skilled in programming languages such as Python and C++.

The Role:Building a team of Quant Researchers and Traders or building out as a standalone PM.

Designing, backtesting, and deploying trading strategies, monitoring and and optimising them over time.

Managing a book and targeting Sharpes above 2 and % returns on GMV above 3%.

Requirements:A Master or Ph

D level degree from a prestigious university in a numerate field. Previous successful candidates have degrees in Engineering, Physics, Mathematics, Computer Science, etc.

Coding proficiency in Python, additional experience with C/C++ is preferred.

At least three years of experience as a Quantitative Researcher/Trader, where you used sophisticated methods such as machine/deep learning or statistical modelling techniques for the research and optimisation of : AMC/GHA/PMs

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