Millennium is seeking a Quantitative Researcher to join a systematic investment team to develop new signals and strategies for single stock options.
Requirements
- Python is a must
- Experience in C++, kdb/q, SQL is a plus
- Experience in machine learning is a plus
- Theoretical understanding of machine learning
- hands-on experience in building scalable machine learning pipelines for data extraction, feature engineering, model implementation, training, tuning, evaluation, and deployment.
Responsibilities
- Work alongside the Senior Portfolio Manager on alpha research and development for systematic equity volatility strategies, with a primary focus on: Idea generation, Data gathering and pre-processing, Research and analysis, Model implementation and back-testing
- Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
Other
- Collaborate with the Senior Portfolio Manager in a transparent environment, engaging with the whole investment process
- Strong abstract reasoning and independent problem-solving skills
- Excellent communication skills
- 2-5 years of experience working in quantitative research/ quantitative trading capacity with a focus on mid-frequency linear equity/ equity options strategies
- Demonstrated ability to conduct independent and innovative signal research
