Internship – 6 months, Paris

Start date: ASAP

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:

  • 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,
  • Reformulate the mean-variance optimization problem or variations thereof so that its solutions are
    robust to the uncertainties of the input parameters,
  • Implement and test a numerical algorithm solving the optimization problem within the RQL.


  • A degree from a French Grande ´Ecole or equivalent
  • Outstanding quantitative skills in financial mathematics and statistics
  • R/Python and C++ programming


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