Quantitative Portfolio Manager – Hedge Fund

Responsibilities: Manage systematic trading strategies and generate significant revenue Equities, fixed income, systematic macro Building and optimising risk of your portfolio Work in a collaborative environment with the rest of the team, including traders, developers, etc. Lead the team Identify new trading opportunities You will take an active part in the entire chain of research and development of strategies: brainstorming, modelling, data, study of signals, backtesting, implementation of strategies in a production environment and monitoring of signal performance. Requirements: At least 5 years maximum 10 years of experience within high-frequency trading in equities or fixed income MS or Ph.D. in finance, computer science, mathematics, physics, or other quantitative disciplines Experienced in market microstructure strategies Proven track record of developing on your own and implementing systematic macro strategies Experience with alpha research Strong programming skills in Python Strong analytical and quantitative skills A hedge fund background Willing to take ownership of his/her work, working both independently Location: Paris, France Salary: Competitive Bonus REFER A FRIEND If you're interested in this opportunity, please forward you're CV. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob- call on 44 (0)203 603 4474 email infosrinvestmentpartners.com Apply now

Location: Paris, FR

Posted Date: 1/12/2025