Senior Quantitative Analyst - Hedge Fund|
17/04/2019 | ref : 5739826
Entreprise : RiskTech Financial Services
Contrat : CDI
Lieu : Paris
My client is a multi-billion hedge fund that has consistently delivered positive returns over the last several years. As a result, they are diversifying their current suite of quant strategies by further scaling their Equity and Credit Derivatives business in Paris. The Quantitative team is incorporating Natural Language Processing (NLP) to scrape and parse corporate filings to generate alpha signals, looking to hire Quantitative Analysts within Equities and Credit Derivatives Team.
Responsibilities:Research, develop and back-test long/short equity trading strategies and multi-factor models Incorporate the latest machine learning techniques in order to generate quant equity signals Utilizing Natural Language Processing and textual analysis on accounting based financial data sets Liaise internally with the Head of Trading and Founder of the firm in order to implement systematic equity quant strategies
Requirements:PhD or Master's degree is preferred Proficient coding ability in C++ or Python 3 - 8 years of prior experience as an equity quant Analyst Knowledge of Equity Long Short or Credit Derivatives is a plus
Excellent Salary and bonus for the selected Quantitative Analysts working for an elite team that are at the forefront of the industry.
For the latest job updates, please follow our page www.linkedin.com/company/risktech/