Equity Factor Model - Senior Software Engineer

Company : Millennium Management, Llc

Job Type : Full Time

Hong Kong

Number of Applicants

000+

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Job Description - Equity Factor Model - Senior Software Engineer

Equity Factor Model - Senior Software Engineer

Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Technology Team, which is responsible for designing and developing equity portfolio analytics framework, including MSCI Barra equity factor risk models.

Principal Responsibilities

Build expertise in Barra and proprietary factor risk models
Architect and build big data infrastructure with the goal of an automated portfolio research environment
Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.
Work with portfolio research team on the development and integration of new analytics models into the firm's delivery platforms
Perform extensive back-testing of existing and new risk factor models
Support and run processes for risk management and equity portfolio research

Qualifications/Skills Required

Minimum of 7 years of software development experience in buy-side financial firms
Advanced working knowledge of SQL with at least 5 years of professional development experience
Advanced Python programming skills with at least 5 years of professional development experience
Experience designing and building data Lakehouse architecture is a significant plus.
Experience working with Spark and Trino/Spark compute, and expertise with open table formats such as Delta Lake and/or Iceberg is a significant plus.
Strong working knowledge of statistics.
Broad understanding of equity markets and portfolio construction.
Strong communication skills, as this role involves direct communication with risk management and trading.
Detail-oriented, a quick learner, and able to adapt to a dynamic, high-paced environment.
Demonstrated track record of success in challenging environments.

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Equity Factor Model - Senior Software Engineer

Job Description - Equity Factor Model - Senior Software Engineer

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