Researcher - Quantitative Finance
Capital Fund Management (CFM) is a successful alternative investment manager and a pioneer in the field of quantitative trading applied to capital markets across the globe. Our methodology relies on statistically robust analysis of terabytes of financial data for asset allocation, trading decisions and automated order execution.
CFM is an appealing career destination for highly-talented and passionate PhD’s, IT engineers and experts from around the world. Our people can rely on original theoretical insight accumulated over 25 years of market experience, as well as cutting-edge technology for our systematic trading.
These fundamentals allow us to foster the creation of exciting opportunities and state-of-the-art trading strategies.
Our people’s diversity and dedication contribute to CFM’s unique culture of research, innovation and achievement.
CFM researchers plough through financial data, studying subtle relationships, modelling them scientifically and implementing the results into a process driven, systematic framework for trade generation and execution. This requires rigor and attention to detail in distinguishing meaningful patterns and relationships from meaningless noise.
Our team is made up of scientists and engineers with backgrounds in theoretical and experimental subjects and often with PhDs in scientific and IT disciplines. Researchers work in tandem with ITs in a collective scientific effort to improve CFM’s IT platform in trading, data processing and statistical analysis.
We are a firm that values curiosity, autonomous thinking and a passion for problem solving and that hires accordingly. Recruitment is based upon a candidate’s appetite for facing new challenges, level of creativity when confronted with tough problems, autonomy in being able to manage one’s own research agenda and an ability and desire to collaborate with fellow researchers and ITs. Teamwork and humility are qualities we value highly and are, we feel, essential to the success of the firm.
- PhD in a computational scientific field (big data, computer science, computational biology or chemistry, engineering etc.)
- Post PhD experience (academic or private sector research), 5+ years experience would be appreciated,
- Taste for exploration of new data sets, modelling and practical implementations in simulation environments,
- Programming skills in Python, C++ or R,
- Adaptable and rigorous, capable of working in a quickly evolving environment,
- Strong teamwork and communication skills.
Founded in 1991, CFM is currently one of the world's leaders in alternative investment management. We invite you to join an extremely dynamic and motivating company in a pleasant space in the heart of Paris. Our compensation package is very attractive, offering a substantial bonus (that can range from 50% - 150%+ of fixed salary, depending on global and individual performance).
The company is regulated by the AMF, the SEC and the CFTC, with assets under management of $7 billion.
If you are interested and feel that you are suited to the role, please send your résumé and a cover letter ref. 16-P42-RECH03 to: c.areers@cfmfr