Objective: create the Data Science pole of the high-frequency trading desk from scratch. Participate in the identification of new arbitrage opportunities and the improvement of existing strategies from all trading data, but also from new data sources.
No politics, collaborative, close-knit team with great growth potential.
· Building high-performance components for both live trading and simulation defining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
. Participate in the identification of new arbitrage opportunities and the improvement of existing strategies from all trading data, but also from new data sources
. Participate in the entire research and strategy development chain: brainstorming, modeling, data, signal study, backtesting, strategy implementation in a production environment, and signal performance monitoring.
· Conducting alpha research and designing systematic strategies.
· Build trading algorithms
· higher scientific training (statistics, mathematics, physics), you have 2 to 5 years of experience in Data Science.
· Fundamental Markets exposure
· Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
· Have a solid knowledge of Python and are able to design your own research and analysis tools with maximum attention to performance issues.
· Supporting desk strategists by providing them with quantitative tools
· Strong technical skills with experience in a quantitative analysis team (coding / developing in python, modeling, systems)
· Data manipulation and database experience (SQL preferred).
· Strong communication skills
· Proactive in the promotion of new ideas
· Architecture enabling the transformation and the improvement of pricing and risk systems libraries,
· Working on the trading desk on pricing and hedging of flow products
· Demonstrated the ability to explore new sources of data to solve complex problems and to deliver quality research or analysis projects, while respecting the deadlines.
· Building efficient storage and access scheme for data and reference data across price, economic, and big data sets
· Researching and implementing performance analytics, including signal performance and post-trade analytics
· MS or PhD in finance, computer science, mathematics, physics, or another quantitative discipline.
· Experience Data Science.
· Experience researching
· Strong programming skills with a high level of proficiency in Python.
• Location: Paris
• Salary: € competitive + Bonus and great amounts of benefits
REFER A FRIEND/ COLLEAGUE
• If you're interested in this opportunity, please forward you're CV ASAP. 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 emails: firstname.lastname@example.org for more details.
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Who We Are:
SR Investment partners are driven by financial service’s needs, influences and opinions, as opposed to the recruitment industry model. This is what makes us stand out and helps us create strong partnerships and attract the top talent. Our goal is providing a competitive edge by concentrating on market-specific solutions for revenue-generating talent in the world’s most demanding environment. In this fluid and fast-paced environment, organisations must be prepared to go to battle for top talent, hence SR Investment partners.
What We Do:
We are a selective financial service recruitment firm that specialises in identifying high-calibre mid to senior professionals, relevant to the investment management industry, working for both the buy side and sell side across all asset classes. We provide key talent and solutions to Hedge Funds, Asset Management firms, Investment Banks, Family Offices, Sovereign Wealth Funds, Private Equity, Insurance, Trading Houses, & Investment Managers. We help build, guide and grow organisations despite the complexity of their business landscape.
We provide consultancy, permanent, contract and executive search solutions for our clients in Europe, the Americas, Middle East, and Asia. We help build, guide and grow organisations despite the complexity of their business landscape. We have great trusted partnerships within the financial services industry who support us in everything we do. WHY? because they trust us. When we agree to work together, our path to the future is paved with mutual trust — a trust composed of integrity, competence, and cooperation. We serve boards, C-level leaders, Head of desk, Executive team and their organisations. We enable and deliver continuous advantage for our clients. They experience breakthrough results through rapidly spawning new and distinct ways of thinking, working and being ahead.
Tel: +44 (0)203 603 4474