Quant researcher - medium frequency - equity trading

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.

ABOUT THE ROLE

The position is focused on equity predictive signals on medium frequencies. As part of the Execution team, you'll collaborate with specialists on different asset classes, focusing on extracting alpha signals from the high frequencies of market data and, hand in hand, designing and tuning our algorithms to profitably trade these signals. You will also collaborate with alpha researchers of short term statistical arbitrage programs.

Join a team of 80+ researchers, with frequent interactions with other quants and data and software engineers.

You will join our Paris office.

YOUR RESPONSIBILITIES

Generate predictive features from tick-by-tick data for use at time scales of several minutes to an hour. Run ML pipelines to produce signals from the features
Research on order placement and trading algorithms leveraging the fast alpha.
Develop short-term predictors for price, spread, volume, and volatility.
Use real-time market data and back-testing to test and elaborate the signals
Contribute to research on transaction cost analysis to evaluate algorithm performance.

KEY QUALIFICATIONS

5-10 years of experience in short-term trading systems, ideally in equity, or another asset
Knowledge of market microstructure
Experience in building signals leveraging level 3 tick data.
Programming skills in Python and C++.
Adaptability and rigor, capable of thriving in a quickly evolving environment.
Strong teamwork and communication skills.

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.