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
Decision Support Modeling: Develop and implement quantitative models and analytical frameworks to support discretionary Fixed Income RV strategies.
Infrastructure & Tooling: Build and maintain high-performance tools to improve valuation, execution, and research workflows for the trading desk.
PM Partnership: Work closely with Portfolio Managers and Traders to provide analytical "edge" and pricing insights across global Rates and Fixed Income markets.
Risk Frameworks: Enhance risk management processes, analytics, and portfolio monitoring to support discretionary decision-making.
Data Engineering: Manage complex datasets, ensuring high-quality data handling, validation, and econometric analysis.
Platform Build-out: Contribute to the continued evolution of the firm’s quantitative and technological infrastructure in Paris.
Candidate Profile
Experience: 5+ years of Quantitative Research or Development experience within a leading Hedge Fund, Bank, or Asset Manager.
Market Knowledge: Deep experience across Fixed Income, specifically:
Sovereign Bonds & Bond Futures.
Interest Rate Derivatives (Swaps, Swaptions).
Yield Curve Construction & Relative Value Analysis.
Education: Advanced degree (Master’s or PhD) in a quantitative discipline (Mathematics, Physics, Financial Engineering, or Computer Science).
Technical Skills: Expert Python proficiency and experience with an object-oriented language (preferably C#, though C++ or Java will be considered).
Mathematical Foundation: Strong background in probability, statistics, and quantitative modeling.
Preferred Additional Experience
Experience working within production-quality or DevOps-oriented environments.
Familiarity with SQL and managing both structured and unstructured financial datasets.
Understanding of risk management and capital allocation within discretionary trading.
Why Join This Platform?
Front-Office Impact: A role where your research directly supports high-conviction discretionary trades.
Direct Visibility: High-level access to senior leadership and the firm’s key decision-makers.
Culture of Innovation: A collaborative environment with a strong emphasis on leveraging technology to find market inefficiencies.
Paris Hub: Join a premier global macro team in a central Paris location.
For a confidential discussion, please send your CV or a brief professional summary to: