Millennium is seeking a senior quantitative researcher to create alpha from various data sources for the systematic trading of global multi-asset class strategies.
Requirements
- Strongly skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.)
- Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory
- Experience and success working with large and diverse data sets
- Established alpha research pipeline with production grade output
- Strong experience in evaluating alphas with statistical methods
- Experience working with big data sets
- Experience working in an autonomous, fast-paced environment
Responsibilities
- Work alongside the Senior Portfolio Manager on building prediction and portfolio optimization pipelines:
- Understand the potential prediction power from data source and identify alphas
- Develop state-of-the-art ML algorithms for prediction and optimization
- Performing various statistical analysis to ensure the robustness
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets
- Aid in developing and extending the team’s proprietary research platform
- Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research
Other
- Ph.D. degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University
- Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts
- 4+ years of experience working in a systematic trading environment
- Experience collaborating effectively with cross functional teams, multitasking and adapting in a fast-paced environment
- US based candidates
