Quantitative Analyst (M/F)
Candriam
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Quantitative Analyst (M/F)

  • Internship (6 months)
  • Paris (France)
  • Published on July 29 2020
This job is no longer available. Back to the jobs list.

Company:

CANDRIAM is a European multi-specialist asset manager with a 20-year track record. CANDRIAM manages around EUR 130 billion of assets under management[1] as of the end of December 2019 with a team of more than 500 professionals. It operates management offices in Luxembourg, Brussels, Paris, and London, and has client representatives in more than 20 countries throughout continental Europe, the United Kingdom, the United States and the Middle East. CANDRIAM offers investment solutions in several key areas: bonds, equities, absolute performance strategies, and asset allocation.  CANDRIAM is also a pioneer and leader in sustainable investments with, since 1996, a broad and innovative range covering all its asset classes.

CANDRIAM is a New York Life Company. New York Life Investments[2] ranks among the world's largest asset managers[3].

For more information see: www.candriam.com


Responsibilities:

  • The first part of the internship will consist in finalizing the FX scoring tool in Python, including database management and interface building.


  • In the second part, this technical framework will be leveraged for the development of an IR scoring tool: IR indicators will be backtested and a similar quant framework will be applied. Endeavour to improve the overall quant framework and its contribution to funds performance will be welcomed and fostered.


Required profile:

This minimum 6-month internship will take place in the Fixed Income Quantitative team based in Paris who has been supervising and testing the quantitative FX and rate tools dedicated to the Emerging Market Debt desk in London and the Developed Market Debt desk in Brussels.

In a close collaboration with the Portfolio Managers, the candidate will overtake a leading role in completing this ambitious project covering a wide range of advanced financial and economic indicators used to generate trading ideas and to manage risk in many of our FI funds.

The candidate academic background must combine 1) economics or finance with 2) applied mathematics or statistics.

A high level in Python programming in the context of data intensive projects combined with heavy quantitative calculations, is an absolute must. The project complexity is high in terms of economic/financial as well as statistical and IT concepts. The ideal candidate will already be fluent in these different matters, and have overcome comparable difficulties in academic and/or professional backgrounds.

Collaborating with only senior people will be both a challenge and an opportunity. The candidate will be highly autonomous and know how to interact efficiently with the project owners.

Minimal knowledge in R and SQL is a plus


Salary: 1600€ gross/month



[1] As of 31 December 2019. Assets under management (AUM) includes assets which do not fall within the U.S. Securities and Exchange Commission's definition of 'regulatory AUM' in Form ADV, Part 1A.

   

[2] New York Life Investments is a service mark used by New York Life Investment Management Holdings LLC and its subsidiary New York Life Investment Management LLC. New York Life Investment Management LLC is a wholly-owned indirect subsidiary of New York Life Insurance Company

   

[3] Source: New York Life Investments ranked 34th among the world’s largest money managers within Pensions & Investments, June 5, 2019. Rankings are based on total worldwide institutional assets under management for the year-end 2018. New York Life Investments assets include assets of affiliated investment advisors.