Post-Doctorat – Finance Quantitative

 

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.


Le poste :

The post-doctorate is a one-year academic research project in the field of `econophysics’: financial time series modeling, agent based simulations, random matrix theory, optimization and portfolio construction, market microstructure and order book dynamics, impact, option pricing, etc.
Based in Paris, in a team of 45 full-time researchers, you will be work with world-renowned experts.

Although a high interest in finance is crucial, no prior knowledge in this area is needed.


Votre profil :

- PhD in experimental or theoretical science (life science, mathematics, physics, statistics, etc.)
- Good mix between intuition and analytical skills
- Programming skills in Python, C++ or R
- Creative and rigorous, with a taste for data analysis and modelling
- Good teamwork skills

 

 

Poste référence :  Post-doc/00416

Date de publication : 12/01/2018

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