Systematic Quantitative Researcher

Systematic EQ / X-asset Quant Research, Multi-Strategy HF, Paris

We are working with a leading multi-strategy hedge fund that is looking to hire a quant researcher (equity/X-asset) to join their lean systematic investment team in Paris. In this dynamic and collaborative role, you will independently conduct quantitative research, owning the full research lifecycle end-to-end from ideation through to alpha generation and implementation. The focus is largely on statistical and predictive models. You will also contribute to the development and enhancement of the team’s research capabilities and ensuring models are both statistically sound and practically deployable.

This is a high impact position sitting alongside key decision makers where you will be identifying new alphas and translating them into actionable strategies. It’s a highly meritocratic, fast-paced environment where there is a lot of autonomy, requiring an entrepreneurial, proactive mindset.

As is the nature of the role, the requirements are as follows:

• 2+ years’ experience in a high-performance trading environment in alpha research (domain agnostic), preferably on the buyside.
• Min. MS in a quantitative subject from a top-tier institution.
• Expertise in data-driven modelling and signal development.
• Strong programming and analytics skills (Python Scientific Stack preferred).
• Ability to undertake research using large data sets.