Quantitative AI Portfolio Engineer (Fixed Income) H/F

Description du poste
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· 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 the research ecosystem (e.g. Amundi Institute) to translate academic innovations into operational investment models.

· Back\-testing \& Validation

• Implement and oversee robust back\-testing frameworks addressing biases (look\-ahead, survivorship), transaction costs, liquidity constraints and slippage.


• Perform deep robustness analysis via stress tests, walk\-forward analysis, bootstrap methods and stability checks across market regimes, including crisis periods.


• Measure risk\-adjusted performance of strategies and evaluate sensitivity to macro and market factors.


• Define clear model acceptance criteria, rejection thresholds and degradation metrics.

· Engineering \& Productionisation

• Own the full model lifecycle: specification, prototyping, validation, industrialization, monitoring and maintenance.


• Implement monitoring and alerting for data drift, model drift and performance decay, and define rollback procedures.

· Reporting \& Documentation

• Document methodologies, assumptions, validation metrics and production procedures.


• Prepare reports and presentations for senior management, investment committees and client\-facing teams.


• Communicate model rationale, risks, limitations, and governance aspects clearly to non\-technical stakeholders.

Actively contribute to model governance, internal audits, regulatory reviews when applicable.

• Critères de candidature

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Date de prise de fonction
06/07/2026
Poste avec management
Non
Cadre / Non Cadre
Cadre
Niveau d'étude minimum
Bac \+ 5 / M2 et plus
Formation / Spécialisation
Advanced degree in quantitative finance, financial engineering, applied mathematics, computer science, data science or equivalent.

Significant experience (1\+ to 6\-7 years) in quantitative research, data science applied to financial markets, or systematic strategy development.
Niveau d'expérience minimum
3 \- 5 ans

Compétences recherchées
\- Strong knowledge of modern machine learning techniques (neural networks, XGBoost, sequence models such as RNN/LSTM/Transformer, ensemble methods).\- Practical experience in NLP (Transformers (BERT), embeddings, fine\-tuning, Clustering, Classification and sentiment analysis) applied to financial text.\- Solid understanding of fixed income markets (yield curve structure, credit spreads, interest\-rate derivatives) and portfolio constraints.\- Strong programming skills in Python (Pandas, scikit\-learn, hugging face, spaCy, sentence\-transformers, PyTorch/TensorFlow, pyspark), SQL. C\+\+/Java knowledge is a plus.\- Familiarity with data engineering tools (Airflow, Spark, Kafka) and cloud platforms (AWS/GCP/Azure) is advantageous. · Behavioral Skills \- Scientific mindset, intellectual curiosity and experimental rigor.\- Ability to synthesize and explain technical results to non\-technical audiences.\- Autonomy, initiative and strong collaboration in cross\-functional teams.\- Production\-oriented mindset with focus on reproducibility and operational robustness.
Langues
Fluent in French and professional proficiency in English.

• Entreprise Amundi

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Premier gérant d'actifs européen parmi les 10 premiers acteurs mondiaux (1\), Amundi propose à ses 100 millions de clients \- particuliers, institutionnels et entreprises \- une gamme complète de solutions d'épargne et d'investissement en gestion active et passive, en actifs traditionnels ou réels. Cette offre est enrichie de services et d'outils technologiques qui permettent de couvrir toute la chaîne de valeur de l'épargne. Filiale du groupe Crédit Agricole, Amundi est cotée en Bourse et gère aujourd'hui près de 2 300 milliards d'euros d'encours (2\). Ses six plateformes de gestion internationales (3\), sa capacité de recherche financière et extra\-financière, ainsi que son engagement de longue date dans l'investissement responsable en font un acteur de référence dans le paysage de la gestion d'actifs.

Les clients d'Amundi bénéficient de l'expertise et des conseils de 5 500 professionnels dans 35 pays.

Amundi, un partenaire de confiance qui agit chaque jour dans l'intérêt de ses clients et de la société.

(1\) Source : IPE « Top 500 Asset Managers » publié en juin 2025 sur la base des encours sous gestion au 31/12/2024

(2\) Données Amundi au 30/06/2025

(3\) Paris, Londres, Dublin, Milan, Tokyo et San Antonio (via notre partenariat stratégique avec Victory Capital)

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