full-time
Senior Quantitative Portfolio Manager
ABC arbitrage
- Employer
- ABC arbitrage
- Location
- Fresnes, Ile-de-France, France
- Working pattern
- remote
About the role
Develop systematic trading strategies based on robust predictive signals, then build, optimize, and manage quantitative portfolios and their risk in production. Coordinate projects with quant traders, developers, operations, and the investment committee; work with sales and investor relations; and contribute to research and development. Candidates need at least five years of experience building quantitative and systematic strategies, supported by a verifiable track record. They should be able to develop signals independently, oversee research and portfolio risk management, and bring quantitative knowledge of statistics, machine learning, and object-oriented programming.