09. Assistant Quant Analyst - stage de fin d’études

About the role

Research adaptive quantitative models for commodity futures in markets affected by regime changes and seasonal dynamics. Work with real-world data to calibrate models dynamically, adjust futures curves for seasonality, and investigate signals across maturities, developing statistically robust methods validated out of sample. Applicants should be in the final year of an engineering degree, specializing in applied mathematics, statistics, or quantitative finance. They should have strong Python skills, knowledge of statistics and modeling, an interest in financial data and quantitative research, strong analytical rigor and curiosity, and good spoken and written English.