Quantitative Developer - Equity & Options Portfolio Construction

YOUR ROLE

CFM is seeking a dynamic Quantitative Developer to join its Portfolio Construction team within the Equity Pole. The team designs, builds, and monitors systematic Equity and Options portfolios in both production and large-scale backtesting environments, with a strong focus on Statistical Arbitrage and Volatility Arbitrage strategies. 

Based in Paris, you will work closely with IT teams, quantitative researchers, and Equity Strategy Portfolio Managers to develop and enhance the core components of our portfolio construction, simulation, and monitoring frameworks. You will contribute to improving rebalancing and allocation processes, integrating advanced quantitative approaches, and strengthening monitoring for both production and back tests, including the investigation of anomalies impacting trading decisions. 

KEY RESPONSABILITIES

• Develop and enhance core features for Equity and Options strategies in both production and simulation/backtesting environments. 

• Collaborate with quantitative research teams to model, implement, and integrate new portfolio construction ideas into production. 

• Design and improve backtesting frameworks to validate new ideas/strategies and assess robustness, performance, and risk. 

• Build tools and libraries that support quant researchers in advancing innovative portfolio construction and optimization methodologies. 

• Provide support to the Equity Strategy Portfolio Manager, including tooling, analytics, and investigation support. 

• Monitor production and simulation activity, investigate anomalies, and analyse unexpected behaviour in Equity decision processes (signals, positions, constraints, execution-related impacts). 

• Contribute to decision-making support by delivering reliable analytics and diagnostics for production and research workflows. 

• Promote best practices (code quality, testing, reproducibility, monitoring, documentation) within research and development teams. 

YOUR SKILLS

• Master’s degree in a relevant field (e.g., Computer Science, Engineering, Applied Mathematics). 

• Ideally 4 to 8 years of professional experience. 

• Solid experience as a quantitative developer in a financial institution. 

• Strong Python skills and scientific stack: Pandas, NumPy, Scikit-learn (and similar ecosystem tools). 

• Ability to manage multiple tasks, work effectively in a team, and thrive in a dynamic environment. 

• Excellent communication skills in French and English. 

• Plus: knowledge of market finance, and practical exposure to Equity portfolio construction (risk/exposure management, constraints, rebalancing, factor/sector neutrality, etc.).