Systematic Quantitative Researcher - Macro & Equities


Paris
Permanent
Negotiable
Quantitative Analytics Research and Trading
PR/599658_1783088643
Systematic Quantitative Researcher - Macro & Equities

We are partnering with a leading systematic investment firm seeking a Systematic Quantitative Researcher to join its collaborative research team in Paris. This is an exciting opportunity to work at the forefront of global macro and equity investing, developing innovative alpha signals and contributing directly to the investment process.

You will collaborate closely with researchers, portfolio managers, and technology teams to uncover predictive market insights, enhance existing strategies, and support portfolio construction across a diverse range of global markets.

Key Responsibilities

  • Research, develop, and implement systematic alpha signals across global macro and equity markets.
  • Conduct extensive data analysis to identify new sources of return and improve existing investment models.
  • Design and test forecasting models using large and complex financial datasets.
  • Partner with portfolio managers to translate research findings into scalable investment strategies.
  • Contribute to portfolio construction, optimisation, and risk management frameworks.
  • Perform rigorous backtesting and statistical validation of trading signals.
  • Monitor live strategies and help refine them as market conditions evolve.
  • Work within a highly collaborative environment, sharing ideas and contributing to the team's research agenda.

Requirements

  • Master's degree or higher in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field.
  • 3+ years of experience in quantitative research, alpha research, or systematic strategy development.
  • Proven track record developing and testing systematic signals and quantitative investment models.
  • Strong understanding of statistical modelling, machine learning, and financial markets.
  • Experience working with macro, equity, or multi-asset datasets.
  • Excellent programming skills in Python (experience with C++ is advantageous).
  • Strong communication skills and the ability to work effectively within a team-oriented research environment.

What the Firm Offers

  • Opportunity to work on cutting-edge systematic strategies across global markets.
  • Direct impact on investment decisions and portfolio performance.
  • Collaborative, research-driven culture where ideas are encouraged and rewarded.
  • Competitive compensation package and long-term career development opportunities.
  • Based in the firm's Paris office, working alongside experienced researchers and portfolio managers.

If you are passionate about quantitative research, alpha generation, and systematic investing, we'd be keen to hear from you.

FAQs

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