ABOUT CFM
Founded in 1991, CFM is among the leaders in quantitative and systematic asset management, employing a scientific approach to develop alternative investment strategies that deliver value for our clients. We value innovation, dedication, and collaboration, fostering an environment where experts in research, technology, and business can explore new ideas and challenge conventional thinking.
CFM is seeking a dynamic Quantitative Developer to join its Portfolio Construction team within the Equity Pole. The team designs, builds, and monitors systematic Equity and Options portfolios in both production and large-scale backtesting environments, with a strong focus on Statistical Arbitrage and Volatility Arbitrage strategies.
Based in Paris, you will work closely with IT teams, quantitative researchers, and Equity Strategy Portfolio Managers to develop and enhance the core components of our portfolio construction, simulation, and monitoring frameworks. You will contribute to improving rebalancing and allocation processes, integrating advanced quantitative approaches, and strengthening monitoring for both production and back tests, including the investigation of anomalies impacting trading decisions.
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Provide support to the Equity Strategy Portfolio Manager, including tooling, analytics, and investigation support.
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Monitor production and simulation activity, investigate anomalies, and analyse unexpected behaviour in Equity decision processes (signals, positions, constraints, execution-related impacts).
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Promote best practices (code quality, testing, reproducibility, monitoring, documentation) within research and development teams.
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Plus: knowledge of market finance, and practical exposure to Equity portfolio construction (risk/exposure management, constraints, rebalancing, factor/sector neutrality, etc.).
EQUAL OPPORTUNITIES STATEMENT
We are continuously striving to be an equal opportunity employer and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the Women Empowerment Principles.
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