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# Junior Quantitative Developer

- **Company:** Capital Group
- **Location:** Paris, France
- **Experience:** Starter
- **Contract:** Permanent contract
- **Skills:** Artificial Intelligence, Software Quality, Continuous Integration, DevOps, Programming Tools, Python (Programming Language), NumPy, Software Engineering, Pandas, Scikit Learn, Information Technology, Build Tools, Software Version Control
- **Published:** October 7, 2026
- **Apply:** https://www.indeed.com/viewjob?jk=1f8cf96073386470

## About the Role

* Master's degree or engineering degree or PhD in a relevant field (e.g., Computer Science, Engineering, Applied Mathematics).

 * Strong mathematical foundation (probability, statistics, linear algebra, optimization).

 * Excellent software development skills, with strong Python and its scientific stack (Pandas, NumPy, Scikit-learn and similar).

 * Familiarity with modern engineering practices (version control, testing, CI/CD) and fluency with AI-augmented development tools.

 * Curiosity, rigour, and a genuine interest in systematic investing and financial markets.

 * Ability to learn quickly, manage multiple priorities, and collaborate effectively across teams in a dynamic environment.

 * Excellent communication skills in English; French is a plus.

 * A first experience in quantitative finance, data science or related field.

## Description

CFM is seeking a dynamic Quantitative Developer to join Quant Engineering, the Technology division that builds the systems turning quantitative research into production. Within Quant Engineering, you will join the Portfolio Construction team, which designs, builds, and monitors systematic portfolios across equities, futures, and options strategies in both production and large-scale backtesting environments.

Based in Paris, you will work closely with quantitative researchers, Portfolio Managers, and other Technology teams to develop and enhance the core components of our portfolio construction, simulation, and monitoring frameworks, including the modeling of trading costs and the mark-to-market valuation of positions. You will contribute to improving rebalancing and allocation processes, integrating advanced quantitative approaches, and strengthening monitoring across production and backtests, including the investigation of anomalies that impact trading decisions., * Develop and enhance core portfolio-construction features across systematic strategies, in both production and simulation/backtesting environments.

 * Collaborate with quantitative research teams to model, implement, and integrate new portfolio-construction ideas into production.

 * Design and improve backtesting frameworks to validate new ideas and strategies, and to assess robustness, performance, and risk.

 * Integrate trading-cost modeling into the mark-to-market process to validate PnLs net of trading costs.

 * Build tools and libraries that help quant researchers advance innovative portfolio construction and optimization methodologies.

 * Provide support to Portfolio Managers, including tooling, analytics, and investigation support.

 * Monitor production and simulation activity, investigate anomalies, and analyze unexpected behavior in decision processes (signals, positions, constraints, execution-related impacts).

 * Deliver reliable analytics and diagnostics that support decision-making across production and research workflows.

 * Promote engineering best practices (code quality, testing, reproducibility, monitoring, documentation) within research and development teams.