Quantitative developer

We are looking for an intern to work on extending our range of portfolio optimization tools. This internship
is meant to last a minimum of 6 months and could lead to a position of Junior Quantitative Analyst.
The successful candidate will develop a robust portfolio optimizer and integrate it in the Riskdata Quantitative
Library. To achieve this goal, he or she will need to:

1. Understand the aim of portfolio optimization from the point of view of an asset manager and realize
   the fragility of approaches relying on returns and variances estimators.
2. Reformulate the mean-variance optimization problem or variations thereof so that its solutions are
   robust to the uncertainties of the input parameters.
3. Implement and test a numerical algorithm solving the optimization problem within the RQL.

Knowledge/Experience/Skills:

1. A degree from a French Grande École or equivalent.
2. Outstanding quantitative skills in financial mathematics and statistics.
3. R/Python and C++ programming.

Please send us a copy of your CV together with a cover letter at careers(at)riskdata.com.