Quantitative Analyst | Fixed Income Relative Value (RV…

Location: Paris

Firm: Boutique Global Macro Hedge Fund

Recruitment Partner: Octavius Finance (Exclusive)

The Opportunity

Octavius Finance is exclusively partnering with a prestigious Boutique Global Macro Hedge Fund to appoint a Quantitative Analyst to their expanding Fixed Income Relative Value team in Paris .

This is a rare opportunity to join a high-alpha, collaborative investment platform where quantitative research, technology, and trading are seamlessly integrated. You will be instrumental in evolving the team’s analytics infrastructure, building sophisticated pricing tools, and providing data-driven insights to Portfolio Managers. This role offers front-office exposure to portfolio construction and systematic RV trading within a lean, high-performance environment.

Key Responsibilities

1. Quantitative Modeling: Design and implement robust mathematical models and analytical frameworks for Fixed Income RV strategies.
2. Alpha Generation: Partner with Portfolio Managers and Traders to extract actionable insights from global Rates and Fixed Income markets.
3. Infrastructure & Tooling: Architect and build internal tools to enhance research workflows, execution, and real-time analytics.
4. Risk Engineering: Develop and refine risk management frameworks, portfolio monitoring tools, and stress-testing capabilities.
5. Advanced Data Analysis: Handle large-scale, complex datasets, ensuring rigorous validation and econometric modeling.
6. Strategic Growth: Contribute to the long-term technological roadmap of the firm’s quantitative platform in Paris.

Ideal Candidate Profile

We are looking for a highly technical individual with a passion for the mechanics of Fixed Income:

1. Experience: 5+ years of Quantitative Research/Development experience within a leading Hedge Fund, Asset Manager, or Tier-1 Investment Bank.
2. Market Expertise: Deep knowledge of Fixed Income and Rates , including:
3. Cash Bonds & Bond Futures
4. Interest Rate Derivatives (Swaps, Swaptions, etc.)
5. Advanced Yield Curve Construction & Basis Trading
6. Education: PhD or Master’s degree in a highly quantitative field (Mathematics, Physics, Financial Engineering, or Computer Science).
7. Technical Stack: Expert proficiency in Python and solid experience with an OO language (preferably C# , but C++, Java, or similar are accepted).
8. Mathematical Depth: Strong command of probability, statistics, and stochastic modeling.

Preferred Qualifications

1. Experience in DevOps-centric environments (CI/CD, version control, unit testing).
2. Proficiency in SQL and managing both structured and unstructured financial data.
3. Understanding of market microstructure and risk principles within Fixed Income trading.

Why Join This Platform?

1. Direct Impact: Work in a lean team where your research directly influences capital allocation.
2. Entrepreneurial Culture: High level of autonomy with direct access to the firm’s senior leadership.
3. Tech-First Approach: A firm that views superior infrastructure as a primary driver of investment performance.
4. Premier Location: Centrally located in Paris, a burgeoning hub for global macro and quantitative talent.

How to Apply

For a confidential discussion regarding this role or the Paris quant market, please contact the Octavius Finance team or submit your CV directly to:

mailto:quant@octaviusfinance.com