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 Quant Engineering, the Technology division that builds the systems, turning quantitative research into production. Within Quant Engineering, you will join the Portfolio Construction team, which designs, builds, and monitors systematic portfolios across equities, futures, and options strategies in both production and large-scale backtesting environments.
Based in Paris, you will work closely with quantitative researchers, Portfolio Managers, and other Technology teams to develop and enhance the core components of our portfolio construction, simulation, and monitoring frameworks, including the modeling of trading costs and the mark-to-market valuation of positions. You will contribute to improving rebalancing and allocation processes, integrating advanced quantitative approaches, and strengthening monitoring across production and backtests, including the investigation of anomalies that impact trading decisions.
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Design and improve backtesting frameworks to validate new ideas and strategies, and to assess robustness, performance, and risk.
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Monitor production and simulation activity, investigate anomalies, and analyze unexpected behavior in decision processes (signals, positions, constraints, execution-related impacts).
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Promote engineering best practices code quality, testing, reproducibility, monitoring, documentation within research and development teams.
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Master's degree or engineering degree or PhD in a relevant field (e.g., Computer Science, Engineering, Applied Mathematics).
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Excellent software development skills, with strong Python and its scientific stack (Pandas, NumPy, Scikit-learn and similar).
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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