full-time
Senior Quantitative Trader - Fundamental Alpha
ABC arbitrage
- Employer
- ABC arbitrage
- Location
- Fresnes, Ile-de-France, France
- Working pattern
- remote
About the role
Research, design, and validate systematic investment signals derived from fundamental data for global equity strategies. Collaborate with researchers, developers, traders, and the investment committee to deploy scalable strategies and develop the multi-alpha research platform. At least five years of experience in quantitative research, portfolio management, or sub-portfolio management involving fundamental quantitative strategies, with hands-on experience using fundamental financial datasets. Requires experience with systematic strategies based on fundamental signals, strong quantitative and statistical skills, data analysis ability, and Python programming.