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Responsibilities
- Leveraging models to identify and optimise trading strategies in market data.
- Supporting the trade of large market flows over longer time horizons.
- Contributing to the research and trading pipeline, including Risk and Factor Modelling.
- Optimising execution, especially Opening and Closing Auctions.
Requirements
- Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
- Demonstrated experience in equities, mid-frequency, extra-day trading.
- Capacity to excel in a fast-paced environment.
- Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#.
- Strong analytical and problem-solving skills.
- 3+ years in the financial sector.
Key Skills
Ranked by relevance
python
matlab
excel
c
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- Posted
- Jan 02, 2025
- Type
- Full-time
- Level
- Entry
- Location
- Paris
- Company
- Selby Jennings
Industries
Financial Services
Funds
Trusts
Categories
Finance
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3 roles aligned with this opportunity
View Job Details
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Specialist Risk Analytics
2026-07-09
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Finance
View Job Details
Related
Senior Java Developer - French Speaker
2026-07-08
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Consulting
View Job Details
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C# Developer
2026-07-07
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