Quantitative Analyst | Fixed Income Relative Value (RV…

Location: Paris, France

Firm: Boutique Global Macro Hedge Fund

Recruitment Partner: Octavius Finance (Exclusive)

The Opportunity

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

This is a high-impact opportunity to join a collaborative discretionary investment platform where quantitative research and technology are leveraged to drive fundamental investment decisions. The successful hire will play a key role in enhancing the team’s analytics capabilities, building bespoke pricing tools, and supporting Portfolio Managers with data-driven insights and robust risk frameworks.

Reporting to senior leadership, this role offers direct exposure to portfolio construction and relative value trading strategies within a lean, high-alpha, entrepreneurial environment.

Key Responsibilities

1. Decision Support Modeling: Develop and implement quantitative models and analytical frameworks to support discretionary Fixed Income RV strategies.
2. Infrastructure & Tooling: Build and maintain high-performance tools to improve valuation, execution, and research workflows for the trading desk.
3. PM Partnership: Work closely with Portfolio Managers and Traders to provide analytical "edge" and pricing insights across global Rates and Fixed Income markets.
4. Risk Frameworks: Enhance risk management processes, analytics, and portfolio monitoring to support discretionary decision-making.
5. Data Engineering: Manage complex datasets, ensuring high-quality data handling, validation, and econometric analysis.
6. Platform Build-out: Contribute to the continued evolution of the firm’s quantitative and technological infrastructure in Paris.

Ideal Candidate Profile

1. Experience: 5+ years of Quantitative Research or Development experience within a leading Hedge Fund, Bank, or Asset Manager.
2. Market Knowledge: Deep experience across Fixed Income , specifically:
3. Sovereign Bonds & Bond Futures.
4. Interest Rate Derivatives (Swaps, Swaptions).
5. Yield Curve Construction & Relative Value Analysis.
6. Education: Advanced degree (Master’s or PhD) in a quantitative discipline (Mathematics, Physics, Financial Engineering, or Computer Science).
7. Technical Skills: Expert Python proficiency and experience with an object-oriented language (preferably C# , though C++ or Java will be considered).
8. Mathematical Foundation: Strong background in probability, statistics, and quantitative modeling.

Preferred Additional Experience

1. Experience working within production-quality or DevOps-oriented environments.
2. Familiarity with SQL and managing both structured and unstructured financial datasets.
3. Understanding of risk management and capital allocation within discretionary trading.

Why Join This Platform?

1. Front-Office Impact: A role where your research directly supports high-conviction discretionary trades.
2. Direct Visibility: High-level access to senior leadership and the firm’s key decision-makers.
3. Culture of Innovation: A collaborative environment with a strong emphasis on leveraging technology to find market inefficiencies.
4. Paris Hub: Join a premier global macro team in a central Paris location.

How to Apply

For a confidential discussion, please send your CV or a brief professional summary to:

mailto:quantresearch@octaviusfinance.com