Description
We are seeking a Quant Risk Researcher to join our Global Risk Management Department at Millennium, a global, diversified alternative investment firm.
The successful candidate will be responsible for monitoring and explaining profit and loss, performance, and risk for Quantitative Strategies Portfolio Managers across global futures, FX, rates, equity index, and commodities.
Key responsibilities include:
- Monitoring and explaining P&L, performance, and risk for Quantitative Strategies Portfolio Managers
- Building quantitative models and analytics for performance attribution and risk analysis
- Researching and implementing new risk methodologies and techniques
- Developing and refining simulation models for risk measurement
- Designing and enhancing pricing models and visualization tools
- Improving the team's research and analytics infrastructure
- Applying machine learning and AI techniques to strengthen risk and performance analytics
- Partnering closely with Portfolio Managers, risk managers, and technologists
Requirements:
- Master's degree or PhD in a quantitative field such as mathematics, engineering, computer science, or physics
- Experience in a trading, risk, or quantitative research role within a hedge fund, asset manager, or similar trading environment
- Strong coding skills, including Python, SQL, kdb+/q, and C++
- Excellent command of statistics, time series analysis, and optimization methods
- Entrepreneurial inclination with the ability to work independently and own projects end to end
- Strong team player with excellent written and verbal communication skills
The estimated base salary range for this position is $160,000 to $250,000.
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