Description
We are building a world-class systematic data platform that will power the next generation of our systematic portfolio engines.
The systematic data group is looking for a Quantitative Developer to join our growing team. The team consists of content specialists, data scientists, engineers, and quant developers who are responsible for discovering, maintaining, and analysing sources of alpha for our portfolio managers.
The role builds on individual's knowledge and skills in four key areas of quantitative investing: data, statistics, technology, and financial markets.
Principal Responsibilities:
- Use finance knowledge and statistical knowledge to analyse potential alpha sources and present findings to portfolio managers and quantitative analysts.
- Build quant tools to help portfolio managers research, evaluate, combine alphas, and understand risks.
- Design and maintain tools to evaluate and monitor data quality and integrity for a wide variety of data sources.
- Engage with vendors, brokers, and perform analytics to understand characteristics of datasets.
- Interact with portfolio managers and quantitative analysts to understand their use cases and recommend datasets to help maximise their profitability.
Skills Required:
- 3+ years of work experience as a financial engineer, data scientist, or quant developer.
- Strong knowledge of Python and/or C++, Java, C#.
- Familiarity with data pipeline engineering, ETL for large datasets, and scheduling tools like Airflow.
- Strong SQL and database experience including PL-SQL or T-SQL.
- Understanding of typical software development lifecycle and familiarity with: Linux, GitHub, CI/CD.
- Ph.D. or Masters in computer science, mathematics, statistics, or other field requiring quantitative analysis.
Beneficial Skills and Experience:
- Understanding of risk models and performance attribution.
- Experience with financial markets such as equities and futures.
- Knowledge of statistical techniques and their usage.
The estimated base salary range for this position is $165,000 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.