Job offers

Postdoctoral fellow

One to three year(s) academic research project in the field of econophysics (financial time series modeling, agent based simulations, random matrix theory, market microstructure and order book dynamics, market impact, market instabilities etc.). You will be working with world-renowned experts, embedded in a team of 45 full-time researchers. Although an interest in econophysics and finance is crucial, no prior knowledge in the field is needed.

Ideal candidate:

PhD in experimental or theoretical physics, life science, mathematics etc.
Good intuition, creative and rigorous, with a taste for data analysis and modelling
Good analytical and programming skills in Python, C++ or R
Good teamwork skills

Equity Factors identification through non-Gaussian features extraction

PhD Student

Three years PhD research contract to work on market microstructure related issues (impact, order book dynamics, market instabilities), or statistical physics of socio-economic systems (micro- and macro-economics, collective phenomena etc.).

Ideal candidate:

Master's degree in theoretical physics, or mathematics.
Good intuition, creative and rigorous, with a taste for data analysis and modelling
Good analytical and programming skills in Python, C++ or R
Good teamwork skills

No sprecific offers at this time

Master Intern

Market impact of share buyback programs

Master Intern

Discovering dynamic arbitrage with deep reinforcement learning

Master intern

Liquidity provision and market order flow in equity markets

To apply, address us a CV and a cover letter, together with a couple of references.

Spontaneous applications are also welcome.