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Systematic Quant Research Intern - Multi-Asset F/M
Posted on Dec. 23, 2024
- Paris, France
- 0 - 0 USD (yearly)
- Internship
Position description
Business unit
Investment Management - Investment Management
Job title
Systematic Quant Research Intern - Multi-Asset F/M
Contract type
Internship
Contract duration
6 months internship
Candriam Group Presentation
Candriam is a global multi-specialist asset manager and a recognized pioneer and leader in sustainable investment. For more than 25 years, Candriam has offered innovative and diversified investment solutions across many asset classes including fixed income, equities, absolute return , asset allocation and illiquid assets.
As a Responsible Employer, Equal Employment Opportunity is crucial to Candriam. We are committed to building the best global team that represents a variety of backgrounds, perspectives, and skills. We provide an inclusive work environment and support wellbeing and work-life balance.
Mission
As a Quantitative Researcher Intern, you will join the Multi-Asset Quantitative Strategies team. You will contribute to solving complex problems and developing advanced quantitative solutions.
Responsabilities
Your responsibilities will include:
- Researching and implementing quantitative trading models.
- Working on portfolio construction and optimization techniques.
- Conducting analysis on flow and arbitrage modeling using daily and intraday data.
- Contributing to the development and enhancement of a back-testing platform using Python.
- Exploring cutting-edge topics such as:
- Asset Allocation with Reinforcement Learning.
- Relative Value Trading leveraging clustering techniques
- Pattern Recognition Strategies using Machine Learning.
This role provides the opportunity to work on innovative strategies, collaborate with a high-performing team, and develop valuable skills in quantitative finance and programming.
Profile
University Master's degree, engineering or business school.
#LI-POST
- Knowledge in the investment management / financial markets.
- Strong expertise in quantitative modeling with a solid background in Quantitative Finance, Mathematics, or Statistics.
- Proficiency in Machine Learning techniques and advanced Python programming.
- Familiarity with .Net framework is a plus.
- Strong problem-solving abilities with a structured and methodical approach to work.
- Team-oriented mindset combined with a high level of autonomy and flexibility.
#LI-POST
Position location
Job location
Europe, France
City
Paris
Candidate criteria
Education
4. Master's Degree II / Bac+5
Minimum level of experience required
Less than 2 years
Languages
- English (C1 - Fluent)
- French (C1 - Fluent)
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