# Quantitative Trader - Central Liquidity Strategies

**Company**: Synthetic Products Book
**Location**: New York, New York, United States of America
**Work arrangement**: onsite
**Experience**: senior
**Job type**: full-time
**Salary**: $160,000 to $250,000
**Category**: Finance
**Industry**: Finance

**Apply**: https://mlp.eightfold.ai/careers/job/755942806171
**Canonical**: https://yubhub.co/jobs/job_178bbafc-a95

## Description

We are seeking a Quantitative Trader to join our Central Liquidity Strategies team. As a Quantitative Trader, you will lead a wide range of projects involving the design and implementation of strategies to reduce trading costs for delta-one and factor products. You will also monitor and manage risks within company guidelines and risk parameters, including operational, portfolio, financing, and basis risk.

Responsibilities:

- Lead a wide range of projects involving the design and implementation of strategies to reduce trading costs for delta-one and factor products.

- Monitor and manage risks within company guidelines and risk parameters, including operational, portfolio, financing, and basis risk.

- Partner with team members to set the overall direction, design, and architecture of the platform; collaborate with key stakeholders across the business.

Qualifications:

- 6+ years in a trading or execution role.

- Bachelor's degree in Mathematics, Physics, Finance, Economics, Econometrics, Financial Engineering, Operations Research, or similar.

- Experience with factor modeling, transaction cost analysis (TCA) models, statistical modeling, and portfolio analytics.

- Strong operational and event risk management skills; experience managing systematic strategies; familiarity with equity markets/asset classes.

- Familiarity with ETFs, futures, swaps, and vanilla derivatives is a plus (and can be learned on the desk).

- Self-sufficient programming ability in Python and/or kdb+ for analysis and research, plus Git, Unix/Linux, Bash, etc.

- Strong communication skills and the ability to work effectively in a team environment.

The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package.

## Skills

### Required
- factor modeling
- transaction cost analysis (TCA) models
- statistical modeling
- portfolio analytics
- operational risk management
- event risk management
- equity markets/asset classes
- ETFs
- futures
- swaps
- vanilla derivatives
- Python
- kdb+
- Git
- Unix/Linux
- Bash