Junior Quantitative Developer
A junior developer role in CFM's Quant Engineering group, working on the portfolio construction systems used in production and large-scale backtesting. It supports researchers and portfolio managers with simulation, monitoring and tooling.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Improve portfolio construction and rebalancing features in production and backtests
- Fold trading cost models into mark-to-market so PnL is net of costs
- Build libraries and tools for researchers working on portfolio optimisation
- Investigate unexpected behaviour in signals, positions and constraints
- Support portfolio managers with analytics and diagnostics
What they ask for
Required
- Master's, engineering degree or PhD in a relevant field
- Probability, statistics, linear algebra and optimisation
- Strong Python with pandas, NumPy and scikit-learn
- Version control, testing and CI/CD
- Interest in systematic investing
- English
Preferred
- First experience in quantitative finance or data science
- French
- Education
- Master's, engineering degree or PhD in computer science, engineering or applied maths
- Experience
- Early career; some first exposure to quant finance or data science preferred
- Languages and tools
- Markets
- equities, futures, options
How to prepare
- Implement mean-variance portfolio optimisation with constraints and transaction costs in Python
- Build a backtest framework with tests and reproducible runs
- Study how trading costs and market impact are modelled
- Practise debugging data and position discrepancies in a simulated portfolio
- Use version control, CI and code review on a personal project
What to study
- Portfolio Theory and Quantitative Investment
- Linear Algebra, Optimisation and Numerical Methods
- Python for Quantitative Finance
- Quantitative Research, Data and Backtesting
The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Capital Fund Management (CFM)’s site before applying: requirements, location and pay can change after we check them.
View the posting on Capital Fund Management (CFM)’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Capital Fund Management (CFM) and doesn’t handle applications.