Quantitative Researcher

My client is a leading global hedge fund seeking a Quantitative Researcher to join its team in Paris. This is an opportunity for an academic researcher (ideally a postdoctoral researcher or professor) to apply cutting-edge research in a highly collaborative, intellectually rigorous investment environment.

The successful candidate will join a core research group that sits close to senior management and works across multiple trading teams globally. The team operates much like an elite academic research department within the firm: developing high-level strategic research initiatives, exploring novel methodologies, and advancing the firm’s long-term quantitative capabilities.

This position is designed for individuals who remain deeply connected to academia and are motivated to act as a bridge between academic research and real-world financial applications. The firm values ongoing academic engagement, including publishing, conference participation, and collaboration with universities.

Key Responsibilities:

• Conduct high-impact, original research with long-term strategic value to the firm
• Develop and evaluate new quantitative methodologies and theoretical frameworks
• Explore and integrate novel datasets, including alternative and non-traditional data sources
• Apply and advance state-of-the-art machine learning and statistical techniques
• Collaborate with trading teams on complex research initiatives
• Build and maintain academic relationships, fostering partnerships between the fund and leading research institutions
• Advise senior management on emerging trends in quantitative research and data science

Candidate Profile:

• PhD in Mathematics preferred; exceptional candidates from Statistics, Physics, Computer Science, or related quantitative disciplines will also be considered
• Postdoctoral researcher or professor strongly preferred
• Demonstrated record of high-quality academic research (publications in leading journals a plus)
• Deep theoretical grounding combined with strong applied problem-solving ability
• Expertise in areas such as probability theory, statistical inference, optimization, machine learning, or high-dimensional data analysis
• Strong programming skills (e.g., Python, C++, or similar)
• Prior finance or quantitative industry experience is a strong plus

Ideal Characteristics:

• Intellectually curious with a long-term research mindset
• Comfortable operating in a collaborative, interdisciplinary environment
• Motivated to translate academic insight into practical impact
• Interested in maintaining active ties to academia while engaging with industry

Why Join?:

• Work within a globally respected hedge fund at the forefront of quantitative innovation
• Collaborate with world-class researchers and experienced trading teams
• Access to unique datasets and substantial computational resources
• Influence firm-wide research direction without direct risk-taking responsibilities
• Competitive compensation aligned with leading global standards