Quantitative Trader - Futures
- Employer
- S.R Investment Partners
- Location
- Paris, France
- Salary
- € competitive + Bonus and great amounts of benefits
- Closing date
- Oct 23, 2022
View more
- Job Function
- Hedge Funds
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Experience
• Building high-performance components for both live trading and simulation defining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
• Conducting alpha research and designing systematic strategies.
• Developing step by step strategies in production and development
• Build trading algorithms in Futures
• You have a solid knowledge of Python and are able to design your own research and analysis tools with maximum attention to performance issues.
• Strong research capabilities
• Intraday/ high frequency
• Generating alpha signals
• Fundamental Markets exposure
• Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
• Supporting desk strategists by providing them with quantitative tools
• Strong technical skills with experience in a quantitative analysis team (coding / developing in python, modeling, systems)
• Data manipulation and database experience (SQL preferred).
• Proactive in the promotion of new ideas
• Architecture enabling the transformation and the improvement of pricing and risk systems libraries,
• Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools
• Building efficient storage and access scheme for data and reference data across price, economic, and big data sets
• Researching and implementing performance analytics, including signal performance and post-trade analytics
• Year experience we are looking for between 2-6 years
Experience Required:
• MS or PhD in finance, computer science, mathematics, physics, or another quantitative discipline.
• Experience researching systematic macro strategies.
• Experience researching intraday futures / FX strategies.
• Strong programming skills with a high level of proficiency in Python.
• Location: Paris
• Salary: € competitive + Bonus and great amounts of benefits
REFER A FRIEND/ COLLEAGUE
• If you're interested in this opportunity, please forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 emails: shanaz.rob@srinvestmentpartners.com for more details.
• Follow for updates: https://www.linkedin.com/company/srinvestmentpartners
• Building high-performance components for both live trading and simulation defining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
• Conducting alpha research and designing systematic strategies.
• Developing step by step strategies in production and development
• Build trading algorithms in Futures
• You have a solid knowledge of Python and are able to design your own research and analysis tools with maximum attention to performance issues.
• Strong research capabilities
• Intraday/ high frequency
• Generating alpha signals
• Fundamental Markets exposure
• Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
• Supporting desk strategists by providing them with quantitative tools
• Strong technical skills with experience in a quantitative analysis team (coding / developing in python, modeling, systems)
• Data manipulation and database experience (SQL preferred).
• Proactive in the promotion of new ideas
• Architecture enabling the transformation and the improvement of pricing and risk systems libraries,
• Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools
• Building efficient storage and access scheme for data and reference data across price, economic, and big data sets
• Researching and implementing performance analytics, including signal performance and post-trade analytics
• Year experience we are looking for between 2-6 years
Experience Required:
• MS or PhD in finance, computer science, mathematics, physics, or another quantitative discipline.
• Experience researching systematic macro strategies.
• Experience researching intraday futures / FX strategies.
• Strong programming skills with a high level of proficiency in Python.
• Location: Paris
• Salary: € competitive + Bonus and great amounts of benefits
REFER A FRIEND/ COLLEAGUE
• If you're interested in this opportunity, please forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 emails: shanaz.rob@srinvestmentpartners.com for more details.
• Follow for updates: https://www.linkedin.com/company/srinvestmentpartners
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