Data Scientist

Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Quant Technology team to build both our next generation in-house analytics but also trade finding tools. This team sits under the Fixed Income & Commodities Technology (FICT) group. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities:

Development of innovative algorithms and models for extracting tradable information out of very large data sets to generate valuable predictions for our trading teams.
Working with trading teams to identify potential prediction targets and relevant data sets
Conduct preliminary research to assess the viability of the targets
Engineer and build production-grade advanced machine learning algorithm that will support trading decisions and activities on a daily basis.

Mandatory Requirements:

3+ years of experience applying deep learning (mandatory) and advanced machine learning to finance
Experience with data forecasting and analysis, prediction and trading signal.
Extensive experience with tensor flow (and / or keras), scikit-learn, etc
Extensive experience in Python
Strong analytical and mathematical skills
Strong problem solving capabilities
Solid communication skills
Able to work independently in a fast-paced environment.
Detail oriented, organized, demonstrating thoroughness and strong ownership of work

Preferred Requirements:

Past experience applying machine learning & deep learning to Finance (especially time series)