Quantitative Research Analyst

The Quantitative Investment Strategy (QIS) Team at Ramify is at the forefront of transforming wealth management through innovative, data-driven solutions. We design sophisticated portfolio models, analyze key performance metrics, develop cutting-edge investment features, and power the trading algorithms that rebalance client accounts. By delivering unbiased, high-performance portfolio allocations, you’ll create exceptional investment experiences and contribute your expertise to high-impact team and company initiatives. Join Ramify’s QIS Team as a full-time Quantitative Research Analyst in our Paris office (hybrid/remote options available) and help shape the future of wealth management.

Responsibilities

• Apply advanced quantitative methods to enhance and maintain our trading signals platform, working closely with our Quantitative Researchers.
• Develop and maintain interactive dashboards to monitor and analyze portfolio metrics, ensuring actionable insights.
• Conduct in-depth research on diverse asset classes (e.g., Equity, Bonds, Private Equity, Real estate, cryptocurrencies) to inform strategic investment decisions.
• Contribute to the creation and refinement of advanced quantitative models that enhance our investment strategies and trading algorithms.
• Assist with ad hoc analytical requests from other teams, such as product development and client success, to support Ramify’s mission.

We’re looking for people who

• Want to make a difference. We are a small team effectively reshaping how people look at the industry. We need people who "get it" and want to play an integral part in helping us accomplish this mission and are persistent in getting the job done.
• Possess a passion, curiosity, and energy for finance + investing.
• Understand the ins and outs of the wealth management, trading, and more importantly, know how to explain these concepts simply.
• Embrace technology and the role it plays in financial services.

Skills we’re looking for

• 1 to 3 years of full-time experience in a relevant quantitative or financial role.
• Master’s or Ph.D. in Quantitative Finance, Physics, Statistics, Data Science, or a closely related quantitative discipline.
• Expert knowledge of portfolio optimization techniques and their practical applications.
• Strong programming ability in Python or another object‑oriented language.
• Excellent communication skills.
• Good attention to detail.
• Bilingualism (French/English) considered an asset (read/write/speak).

Nice‑to‑haves

• Experience or interest in private assets investment (e.g., Private Equity, Private Debt) and an understanding of their role in portfolio diversification.
• Some experience investing in your personal account.

Location & Benefits

Hybrid/remote options available with a Paris office basis.