Senior Quantitative Portfolio Manager

About the role

ABC arbitrage Asset Management, based in Paris, develops quantitative and systematic strategies across multiple asset classes. We are seeking two senior portfolio managers to lead systematic equity (including ETFs) and event‑driven strategies.

Key responsibilities

• Develop systematic trading strategies that generate robust predictive signals and achieve a realised net Sharpe ratio greater than 1.
• Build, optimise and manage the risk of quantitative portfolios in production.
• Coordinate projects with quant traders, developers, operations, and the investment committee.
• Maintain relationships with sales and investor‑relations teams.
• Contribute to research and development initiatives.

Required profile

• Minimum 5 years of experience designing quantitative and systematic strategies with a proven track record.
• Ability to develop signals independently and oversee research projects and portfolio risk management.
• Strong quantitative background with solid understanding of statistics, machine learning and object‑oriented programming.
• Result‑oriented, practical thinker.

Required skills

• Statistics
• Machine learning
• Object‑oriented programming

What we offer

• Transparent and attractive compensation package.
• Autonomy to build strategies with collaborative support from quant traders and IT teams.
• Access to a state‑of‑the‑art technology platform covering research, data, execution, monitoring and risk management.
• Flexible remote work agreement supporting work‑life balance.
• Commitment to diversity, inclusion and gender equality.