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Modified on 12/06/2026
· 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.
Within the Fixed Income Investment Lab, the Quantitative AI Portfolio Engineer is responsible for the research, development, validation and deployment of machine learning–driven investment models for fixed income portfolios.
The role focuses on end-to-end signal generation on rates and credit markets, from data engineering and feature construction to back-testing, industrialization and continuous monitoring.
The position sits at the intersection of quantitative research, applied AI and portfolio management, with the objective of transforming data into robust, explainable and actionable investment signals integrated into the daily decision-making process of Portfolio Managers.
Amundi, the leading European asset manager, ranking among the top 10 global players (1), offers its 100 million clients - retail, institutional and corporate - a complete range of savings and investment solutions in active and passive management, in traditional or real assets. This offering is enhanced with IT tools and services to cover the entire savings value chain. A subsidiary of the Crédit Agricole group and listed on the stock exchange, Amundi currently manages close to €2.3 trillion of assets (2). With its six international investment hubs (3), financial and extra-financial research capabilities and long-standing commitment to responsible investment, Amundi is a key player in the asset management landscape.
Amundi clients benefit from the expertise and advice of 5,500 employees in 35 countries.
Amundi, a trusted partner, working every day in the interest of its clients and society
(1) Source: IPE “Top 500 Asset Managers” published in June 2025, based on assets under management as at 31/12/2024
(2) Amundi data as at 30/06/2025
(3) Paris, London, Dublin, Milan, Tokyo and San Antonio (via our strategic partnership with Victory Capital)
Amundi
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