Data Referential Engineer - Vol
Paris, 75, FR
ABOUT CFM
Founded in 1991, we are a global quantitative and systematic asset management firm applying a scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.
The Team:
Our team is responsible for managing the options referential within the company, ensuring its accuracy and efficacy across all operations.
focus on extracting quantitative features from options and building datasets that drive our investment strategies.
By blending precise quantitative analysis with innovative data management, our team plays a crucial role in supporting robust and informed decision-making process
The Mission:
As a Quantitative Data Engineer, your responsibilities will include managing the options referential, and extracting quantitative features from options data. This dual role encompasses both operational tasks, ensuring the integrity and integration of data, and quantitative tasks, developing insightful features to support strategic decision-making. You will build robust data pipelines to facilitate seamless data accessibility and collaborate closely with data and research teams to transform options data into actionable insights that drive our firm's strategic growth.
Key Responsibilities
- Maintain and enhance the options data referential to ensure comprehensive and accurate coverage of market details, pricing, and historical records
- Collaborate on new market exploration, focusing on liquidity analysis and potential integration into the referential.
- Modernize options workflows, focusing on cloud migration and deploying efficient data pipelines
- Implement advanced methodologies for valuing volatility products, including pricing, Greeks, and volatility surfaces calibration
- Analyze options-based datasets and develop quantitative features, supporting research teams with data-driven insights and implementing robust monitoring and validation processes
- Participate in production support and work with the data support team to drive improvements
Qualifications / Required Skills
- Education: Bachelor's or Master's in Computer Science, Mathematics, or a related field, with a focus on quantitative finance.
- Experience: 5-7 years in quantitative finance roles with a focus on options.
- Technical Skills: Expertise in Python, with knowledge of C++ or Rust. Experience with data libraries like Pandas, Spark, or Polars, and Linux environment tools (shell, Git, Slurm).
- Analytical Skills: Excellent analytical and communication skills., strong problem-solving abilities in quantitative finance.
- IT Environment: Desire to work in a tech-driven setting for data analysis and management.
- Adaptability: Capacity to work in a fast-paced, high-stakes environment, with a commitment to professional development and continuous learning.
- Collaboration: Strong communicator and team player
- Spoken language: Proficiency in both French and English.
- Nice to Have: Familiarity with AWS cloud services
EQUAL OPPORTUNITIES STATEMENT
We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles.
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