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A boutique Hedge Fund, based in Paris, is looking to hire an aspirational Quantitative Portfolio Manager, either with previous experience in a similar role, or experience as a Quant researcher at a bank or buyside firm. You will have the responsibility of creating systematic trading strategies, from idea generation, to research, to implementation. Not only will you be implementing your own trading strategies, but you will also be collaborating with other Quantitative Portfolio Managers to learn and improve your own strategy as well as helping others.
Responsibilities will include:
Quantitative analysis of historical market data.
Generation of robust algorithms and statistical models.
Conception of investment strategies and the completing the research, backtesting and implementation.
Risk management and hedging.
Demonstrable experience with a profitable quantitative systematic trading strategy.
Proven ability in signal generation and identifying alpha.
Ambitious, good communication and willingness to work as part of a team.
Strong progamming skills - Python, R, Java, C++
An MSc or PhD from a top university in a Quantitative discipline.