Quantitative Developer

Millennium seeks to pursue a diverse range of investment strategies across industry sectors, asset classes and geographies. We are seeking a motivated quantitative developer to join a Quantitative Strategies investment team, supporting a Senior Portfolio Manager in executing trading strategy. The candidate is responsible for curating and maintaining a range of datasets that facilitate research and trading of strategies, and provide support in developing new models over time.  The successful candidate will be working directly with portfolio managers, economists and strategists who will provide mentoring to help them succeed.

Responsibilities

• Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools for systematic trading.
• Design, code, and maintain tools for the systematic trading infrastructure of the Portfolio Management team. Lead the software development lifecycle, including unit testing and CI/CD infrastructure.
• Create and implement quantitative models and algorithms leveraging a wide variety of mathematical and computer science tools to support a Quantitative Strategies trading business.
• Apply quantitative background and deep understanding of financial modeling, requiring proficiency in at least one programming language, such as C++ and Python.
• Work with large amounts of data to build trading analytics, performing data analysis and generating live and historical analytical reports.
• Develop and maintain core pricing and risk systems, and real timetrading tools.
• Build research models for trading analytics and backtest tradingstrategies.
• Design data visualization and user interfaces (UIs), such as CSS frameworks, to analyze results.
• Author, schedule, monitor, and automate trading workflows.
• Utilize knowledge of machine learning and statistical techniques and related data libraries.
• Stay current on state-of-the-art technologies and tools, including technical libraries, computing environments and research tools.

Requirements

• Minimum of 5 years’ of quantitative developer experience.
• Programming experience in one or more of the following: Matlab, R, C++,Java, Python.
• Ability to work with a range of structured and unstructured data sets.
• A background in time series analysis, optimization, probability, statistics and/or machine learning
• Interest in quantitative models.
• Quick learner, detail oriented; Demonstrable thoroughness and strongownership of work.
• Good team player with a strong willingness to participate and help others.
• Strong communication skills.

Minimum Qualification Level

• Master’s degree in Computer Science, Mathematics, Statistics, Physics, Economics or another highly quantitative field