Quantitative Researcher

Quantitative Researcher

We are seeking a Quantitative Researcher to join our Execution Strategies team. This role requires the ability to research and develop quantitative models in both the execution and financing space as well as the ability to implement them in production. The role will be at the forefront of a new APAC-led initiative.

Team members will help to build out a new platform within the Execution Services business. Initially research and development will be the primary focus, while in latter phases, some aspects of trading will be incorporated. We work closely with execution traders, core developers, and various businesses within Millennium as we seek to capture efficiencies across the platform.

Responsibilities & Duties

• Understand the business requirements and constraints in various developed and emerging markets
• Conduct research tackling problems across both financing/delta-1 and execution spaces
• Implement results of research into our core trading platform
• Design and develop handling of order routing and order management processes
• Help in any data analysis / trouble shooting (L3) in case of issues with our critical trading infrastructure.
• Design and create scripts, reports, and visual tools for analysis and understanding
• Conduct research, identify patterns, evaluate trends on various aspects of execution and trade optimization
• Monitor and operation automated trading systems
• Develop expertise in the firm's trading practices and industry developments

Required skills/experience

• Understanding of the problems and business constraints in financing / delta-1 space in APAC EM markets
• Scientific education, preferably degree(s) in statistics, mathematics, or computer science
• Strong programming skills and experience essential
• Strong mathematical and statistical skills and experience essential
• Familiarity with databases and experience with KDB/Q strongly preferred
• Demonstrated experience with compiled programming languages (C++, C#, Java) a big plus
• Understanding of Asia equities markets, i.e. auctions, microstructure, regulatory constraints, helpful
• First-rate communication skills and ability to work across multiple teams, regardless of reporting lines
• Detail oriented; Demonstrates thoroughness and strong ownership of work
• Quick learner and able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency
• Ability to work independently and thoughtfully
• Flexible teammate, with a willingness to interact and collaborate with other teams