Systematic Quant Research Intern - Multi-Asset F/M

Vacancy details

General information

Reference

2024-308  

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.

- 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.

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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)