- Paris, Île-de-France, France
Quantitative Research Analyst focusing on equity market microstructure and systematic investment strategies.
Responsibilities
- Analyse equity trading dynamics, liquidity, price formation, order flows and market impact using large-scale market and transaction datasets
- Research and develop predictive indicators and systematic investment strategies combining market microstructure, trading activity and stock characteristics
- Apply advanced statistical methods, machine learning and data science techniques to identify patterns and extract actionable signals from financial data
- Design robust backtesting frameworks, assess predictive power and strategy performance across different market environments
- Contribute to the development, automation and monitoring of quantitative indicators ensuring data quality, computational efficiency and reliability
Requirements
- Master's degree or engineering degree from a leading university or Grande École, specialising in Applied Mathematics, Statistics, Data Science, Quantitative Finance or a related field
- Nice to have: high-frequency market data
- Nice to have: order-book data
- Nice to have: transaction-level datasets
- Nice to have: optimisation techniques