Quantitative Trader - US Equities

Selby Jennings
Paris
EUR 100 000 - 125 000
Description du poste

A team at a leading $5Bn hedge fund in Paris is looking for a Quantitative Trader to support their trading. The strategies are mid-frequency US equities. This role has the potential to grow into a quant researcher role.

The hedge fund provides high quality data and infrastructure for trading, ensuring strategies can be developed and begin running quickly.

Responsibilities

  • Leveraging models to identify and optimise trading strategies in market data.
  • Supporting the trade of large market flows over longer time horizons.
  • Contributing to the research and trading pipeline, including Risk and Factor Modelling.
  • Optimising execution, especially Opening and Closing Auctions.

Requirements

  • Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
  • Demonstrated experience in equities, mid-frequency, extra-day trading.
  • Capacity to excel in a fast-paced environment.
  • Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#.
  • Strong analytical and problem-solving skills.
  • 3+ years in the financial sector.
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