Python - C++ Software Developer H/F - Capital Fund Management

CAPITAL FUND MANAGEMENT S. A.ABOUT CFM

Founded in 1991, we are a global quantitative and systematic asset management firmapplyinga scientific approach to finance to develop alternative investment strategies that create value for our clients.
We value innovation, dedication, collaboration, and the ability to make an impact. Together, we create a stimulating environment for talented and passionate experts in research, technology, and business to explore new ideas and challenge existing assumptions.

ABOUT THE ROLE

The Team

In close collaboration with the quantitative execution research team, the Trading Core & Model Technology team is responsible for maintaining and developing a C++/Python stack dedicated to execution trading strategies.

Mostly C++ applications :
- Feed handlers to distribute real-time, low-latency market data to automatons.
- Execution libraries used by tick-by-tick trading strategy automatons.
- Indicatorsused for execution signals.

Python/C++ applications :
- A machine learning pipeline used for execution strategies.
- Data collection for the calculation and distribution of execution cost analysis metrics.
- Analytical reports for execution research and compliance.

The team is also responsible for optimizing the tick to trade latency : from real-time market data reception to order sending.

Key Responsibilities

CFM is looking for an experienced and talented Software Developer to design, develop and maintain TCM team's machine learning platform.

As a Software Developer, and in collaboration with your team - particularly the machine learning experts who drive the evolution of this pipeline - you will BE responsible for developing the platform with a dual focus :
- Providing solutions (pipeline evolutions, APIs, tools, services) tailored to the needs of the quantitative research team (and other users : TCM and other teams) and provide assistance to users.
- Enhancing the machine learning pipeline capabilities : automation, scalability, integration of new packages and usage of cloud technology, among others. Explore and integrate new tools and modern workflows if they can BE relevant for our use cases.

Software Development :
- Gather requirements and propose enhancements to the execution research team and other teams.
- Design and implement these enhancements.
- Maintain the platform, including technical migrations and bug fixes.

Profile description :

Qualifications / Required Skills

·Bachelor's or Master's degree in Computer Science, Data Engineering, or a related field.

·Proficiency in programming languages : a minimum of three years of experience in Python (and classical data libraries, pandas/polars, scikit-learn) and experience in C++ is required but candidates with significantly more experience will BE considered with great interest.

·Experience with Cloud (AWS or others).

·Experience in front office software development (market data, automatons, trading applications, data platforms).

·Proficiency in both French and English.

·Excellent collaboration and communication skills.

·Adaptable and rigorous, capable of working in a rapidly evolving environment.

·Basic Math : linear algebra and calculus.

·Interest in machine learning and data (time series).

Extra :

·Experience with SQL.

·Experience with machine learning frameworks (PyTorch, TensorFlow, etc.) is a plus but is not mandatory since the focus of this mission is on improving the technical part of the ML platform.

We offer :

EQUAL OPPORTUNITIES STATEMENT

We are continuously striving to BE an equal opportunity employer, and we prohibit any discrimination based on sex, disability, origin, sexual orientation, gender identity, age, race, or religion. We believe that our diversity, breadth of experience, and multiple points of view are among the leading factors in our success.
CFM is a signatory of the.

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