Quant Researcher - Fixed Income H/F

Develop quantitative signals on fixed income markets by constructing signals, backtesting strategies across curves, spreads, and butterflies, and applying statistical, econometric, or machine learning methods. Conduct robust out-of-sample backtests analyzing transaction costs and drawdowns while contributing to operational implementation and portfolio decision-making tools. The contract covers the full research process from idea generation to signal construction. Based in Paris, this CDD role requires a Master 2 in market finance, engineering school background, or statistics/computer science training with strong Python skills and financial time series manipulation capabilities.