CONSULTER

 

 

 

Quantitative Developer & Risk Officer

Location: Paris or Dublin

The company

TOBAM is a Paris-based quantitative asset management firm with AuM in excess of USD 10bn worldwide. Founded in 2005 by Yves Choueifaty, it’s an independent and employee-owned with one external minority shareholder: Amundi, since May 2012.

TOBAM has invented and developed the Anti-Benchmark / Maximum Diversification approach to manage equity, credit and multi-assets portfolios. TOBAM’s Maximum Diversification® approach, supported by original, patented research and a mathematical definition of diversification, provides clients with diversified core exposure, in equity fixed income and Crypto markets.

TOBAM’s team is composed of more than 50 professionals based in Paris, Dublin, Hong Kong, New York, and Frankfurt.

The role

TOBAM is looking for a Quantitative developer to join the IT Team and Risk Management team.

The candidate will be working mainly on IT projects and also in Risk Management. The candidate will interact with all the functional teams.

You are seeking to achieve a high level of automation and great rigour, in order to complete very different tasks, amongst which are:

On the IT side:

  • Develop, test and deliver the company’s portfolio management application
  • Propose and implement improvements to the company’s technology solutions
  • Implementation of the investment strategies in the internal systems (Portfolio Management Application and backtesting software)
  • Contribute to the code and application quality, coding standards and data checks
  • Gather the requirements directly with the end-users

On the Risk Management:

  • Control the respect of investment restrictions and the composition & characteristics of portfolio models generated by Portfolio Managers
  • Define frameworks for the monitoring of all portfolios’ risk dimensions
  • Contribute to best practices in the control of operational risk at the Corporate level

Technical environment:

  • Java, Swing/Hibernate application, with Wildfly server as application server
  • MySQL database
  • Git, Maven, Sonarqube, Jenkins

 The candidate

  • Master’s degree in Computer Science and ideally in Finance or Financial Mathematics as well.
  • Has strong technology aptitudes and programming skills in Java. Python skills are a plus.
  • 5+ years minimum of experience in the financial industry (ideally in an asset management company).
  • Very good knowledge of financial instruments and their modelling.
  • Excellent English skills required.
  • Fast-learner, rigorous, proactive, team player, flexible to adapt to a fast-changing market environment, entrepreneurial mind set.