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Post-Doc - Statistical Finance

posted on 16 November 2011

Founded in 1991, CFM (Capital Fund Management) is a leading hedge fund manager and a pioneer in the field of quantitative alternative investment management with assets under management of more than $4 billion.

CFM has specialized in developing trading strategies based on a global, quantitative approach to financial markets. CFM's methodology is to rely on the in-depth statistical analysis of terabytes of financial data for asset allocation, trading decisions and order execution.

A team of PhD's and a team of IT and Data specialists carries out dedicated research on the statistics of financial instruments and the development of systematic trading strategies. This research work, often based on original theoretical insights and combined with twenty years of market experience and cutting-edge technology, allows CFM to create state-of-the-art trading strategies and to adapt these further as markets continuously evolve.

Position:

The PhD research project is in the field of `econophysics’: financial time series modeling, agent based  simulations, random matrix theory, optimization and portfolio construction, market microstructure and order book dynamics, impact, option pricing, etc. 

Based in central Paris, you will be working with world-renowned experts, embedded in a team of 35 researchers. Although a high interest in the field is crucial, no prior knowledge is needed.

Ideal Candidate:

- PhD in theoretical physics

- Good mix between intuition and analytical skills

- Numerical skills in C++, python or R in a Unix or Windows environment

- Creative and rigorous, with a taste for data analysis and modelling

- Good teamwork skills

 

If you are interested in this position, please send a resume and a letter explaining why you think you are particularly adapted to the Post Doc position above. Include also what you consider your best scientific publication (only one, please) to: recrut@cfm.fr

 

 

Capital Fund Management - 6, bd. Haussmann - 75009 Paris - France - T. +33 1 49 49 58 63 - F. +33 1 47 70 17 40 - www.cfm.fr

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