Quantitative Developer Python - Alpha Signals - Fixed Income

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  

 

In collaboration with the Research teams, the Front Prediction team develops and maintains the prediction models (alpha signals) used to make decisions for our automated trading systems.   

Your responsibilities will include:  

- Integrating and validating new predictive models within our Python decision platform  

- Designing and building prediction workflows (simulation and production), including Machine Learning components  

- Developing and optimising applications for distributing prediction models calculations  

- Continuously improving the suite of non-regression and pre-production control tools to accelerate the Research process  

- Monitoring the production of prediction applications, liaising with the support teams  

 

SKILLS  

 

You are a bright, enthusiastic engineer with a scientific degree, and at least 5 years' experience in a similar role in market finance (Asset Management - Hedge Fund: Equity / Future / High Frequency Trading). You have high work ethics and:  

You have experience with Fixed Income markets 

You have knowledge and experience in the field of Machine Learning  

You are keen to ensure an excellent level of code quality, testing and user support  

You have an excellent command of Python and Pandas  

You are a team player and have a good command of English  

Linux is your natural environment  

 

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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