Description du poste

· Research & Quantitative Model Development

- Design and develop quantitative approaches and machine learning algorithms to generate investment signals on interest rates (curve dynamics, term premia, vol, macro linkages), and credit markets (spread dynamics, momentum, carry, liquidity, regime effects).

- Perform advanced feature engineering (macro, market microstructure, flows, liquidity, ESG, sentiment).

- Develop supervised and unsupervised learning models:

> regression, classification, clustering,

> tree-based models, ensemble methods,

> deep learning architectures (LSTM, Transformers when relevant).

- Integrate alternative and unstructured data (news feeds, central bank communications, broker research, transcripts, regulatory publications).

- Build & maintain a reusable internal library of features, models, preprocessing pipelines,

validation tools.

- Collaborate with ...