Quantitative Developer - Paris, France - Selby Jennings

Description

Quantitative Developer

Our client, a leading financial firm based in Paris, specializing in mid-frequency quantitative strategies across fixed income, futures, and equities, is seeking a skilled Quantitative Developer to join their dynamic team. This role offers the opportunity to work on-site, contributing to the development and enhancement of cutting-edge trading algorithms and infrastructure.

Responsibilities:

1. Collaborate with quantitative researchers and traders to design, implement, and maintain proprietary trading models and strategies.
2. Develop robust and scalable software solutions for data processing, statistical analysis, and algorithmic trading.
3. Optimize performance of existing trading systems through code refactoring and algorithmic improvements.
4. Conduct thorough testing and validation of trading algorithms to ensure accuracy and reliability in real-time trading environments.
5. Monitor and analyze market data and trading performance to identify areas for improvement and optimization.
6. Work closely with other members of the technology team to integrate new technologies and tools into existing trading infrastructure.
7. Provide technical support and troubleshooting for trading systems and algorithms.

Requirements:

1. Bachelor's degree or higher in Computer Science, Mathematics, Physics, Engineering, or a related field.
2. Strong programming skills in languages such as Python, C++, or Java, with a solid understanding of object-oriented programming principles.
3. Proficiency in numerical computing libraries such as NumPy, SciPy, or pandas.
4. Experience with version control systems such as Git.
5. Familiarity with database technologies such as SQL and NoSQL.
6. Knowledge of financial markets, trading concepts, and electronic trading protocols.
7. Excellent communication skills and ability to work effectively in a collaborative team environment.
8. Attention to detail and ability to thrive in a fast-paced, high-pressure trading environment.

Preferred Qualifications:

1. Master's degree or PhD in a quantitative discipline.
2. Experience with low-latency trading systems and high-frequency trading strategies.
3. Knowledge of fixed income, futures, and equities markets.
4. Experience with distributed computing frameworks such as Apache Spark or Dask.
5. Familiarity with cloud computing platforms such as AWS or Azure.
6. Understanding of machine learning techniques and their application to financial markets.

Our client offers a competitive salary and benefits package, as well as the opportunity to work alongside some of the brightest minds in the industry. If you are passionate about quantitative

finance and technology, and thrive in a collaborative and challenging environment, we encourage you to apply for this exciting opportunity.