Core Investment - Data Scientist (Econometrics and Investment Signals)

Contenu de l'offre Core Investment - Data Scientist (Econometrics and Investment Signals) chez AXA Funds Management

Within the Core Investments platform (gathering Equities / Fixed Income / Multi-Asset expertises), the Quant Lab teams provide a number of quantitative services, among which strategic asset allocations recommendations, tactical asset allocation portfolio construction and risk analysis, or the development of a library of pricing and simulation functions.

The recruited person will work side by side with 3 teammate data scientists within the Quant Lab. The main focus for this position is to expand the Quant Lab’s coverage to the field of investment signals. In that context, main responsabilities will be: (I) to work hand by hand with portfolio managers and economists to develop quantitative investment signals supported by strong data-driven evidence and a financial rationale; (II) to explore to what extent data science methods might improve the quality of signals compared to more standard econometric and statistical techniques; (III) to share knowledge and findings on investment signals with the other data scientists to gradually embark them in the signals development initiative; (IV) to integrate the quantitative signals research framework into a common powerful data science platform.
Work hand by hand with portfolio managers and economists to develop quantitative investment signals across cash and derivatives markets Proactively propose new quantitative alpha signals and improve existing methods for signals construction Develop a proper investment signals research framework, from clean data sourcing to robust testing and validation protocols to seamless update and production capabilities Document investment signals research and share knowledge and findings across the Core Investments platform More broadly, take part to internal discussions about data science usage and framework, and proactively contribute to the internal ‘Accelerate Data Science’ community
QUALIFICATIONS Skills and Experience
Advanced knowledge of econometrics and standard financial statistical methods Understanding of financial markets, macroeconomics, investment strategies, different asset classes, types of investment vehicles, and derivatives Knowledge of Python or R as a scientific programming language Advanced degree in a quantitative discipline (Economics, Finance, Applied Mathematics, Statistics) CFA charterholder is an advantage
Competencies
Strong quantitative skills and understanding of advanced applied statistics Excellent communication skills in English Second European language, in particular French, is an advantage Attention to details Ability to multitask and keep calm under pressure Advanced presentation skills. Team player, collaborative Excellent interpersonal skills Integrity and honesty are a must
ABOUT AXA Would you like to wake up every day driven and inspired by our noble mission and to work together as one global team to empower people to live a better life? Here at AXA we strive to lead the transformation of our industry. We are looking for talented individuals who come from varied backgrounds, think differently and want to be part of this exciting transformation by challenging the status quo so we can push AXA - a leading global brand and one of the most innovative companies in our industry - onto even greater things.

In a fast-evolving world and with a presence in 64 countries, our 166,000 employees and exclusive distributors anticipate change to offer services and solutions tailored to the current and future needs of our 103 million customers.
We are an active, long-term, global, multi-asset investor focused on enabling more people to harness the power of investing to meet their financial goals. By combining investment insight and innovation with robust risk management we have become one of the largest asset managers in Europe, managing €746bn in assets as of the end of 2017. We employ about 2,400 people around the world and operate out of 21 countries.
WHAT WE OFFER We are proud to foster a high-performance culture, which means that we seek to recruit and retain people who are not only technically-skilled but also globally-minded, innovative and able to leverage their unique perspectives and life experiences to support our success as a company. AXA IM is committed to building an inclusive culture, valuing diversity and supporting the career progression of all employees.