En un coup d'œil
- Missions: Gérer dynamiquement le risque de portefeuille et superviser une équipe de chercheurs.
- Entreprise: Cubist Systematic Strategies, une entreprise innovante affiliée à Point72.
- Avantages: Accès à des données uniques et opportunités de recherche avancée.
- Autres infos: Environnement dynamique avec des possibilités de croissance professionnelle.
- Pourquoi ce job: Impactez les marchés financiers avec des stratégies quantitatives de pointe.
- Qualifications: Diplôme avancé en domaine analytique et 10 ans d'expérience en modèles quantitatifs.
Le salaire estimé est compris entre 61650 - 75350 € par an.
About Cubist
Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.
The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
About Cubist
Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange.
The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
- Role
- Dynamically managing portfolio risk by evaluating historical and real-time strategy performance.
- Overseeing automated trade execution and monitoring transaction costs.
- Supervising a small team of researchers and developers on a daily basis.
- Designing, researching, and managing sophisticated investment strategies by creating and engineering advance quantitative financial computer modeling systems to aid in analysis and research.
- Performing research to acquire historical and production data sources needed to build investment models.
- Designing and developing quantitative mathematical algorithms to link the diverse data sets from various providers.
- Engineering investment models that will make the buy and sell recommendations for the portfolios using advanced quantitative mathematic statistics and investment theory to design and program strategies that explicitly forecast risk, return, and trading costs.
- Using quantitative models to value securities.
- Conducting ongoing, cutting-edge quantitative research and analysis to enhance existing strategies and to expand into new markets.
- Developing aspects of successful statistical models, focusing on forecasting and optimization.
- Expanding trading universe and volume and expanding to other exchanges and products.
Requirements
- Advance degree (Masters or Ph. D.) in a computational or analytical field.
- Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or FX.
- Hands on experience with all aspects of the research process, including methodology section, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
- Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.
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Quantitative Portfolio Manager in Paris employeur : Point72
Rejoindre Cubist Execution Services, c'est intégrer une équipe dynamique et internationale où l'apprentissage et la croissance technique sont au cœur de notre culture. Nous offrons un environnement de travail collaboratif, des opportunités de développement professionnel et un engagement envers les normes éthiques les plus élevées, le tout dans un cadre stimulant qui valorise la curiosité et la communication. Situé dans un secteur en pleine évolution, ce rôle vous permettra de contribuer à des projets innovants tout en développant vos compétences dans le domaine du trading électronique.
