Quant Developer - Credit

Millennium, a leading global investment management firm is assembling a new specialized team of engineers, quants and data scientists to offer tactical delivery capabilities to its portfolio and risk managers using python. The team works jointly with portfolio managers, trading, risk and operations.

Responsibilities

Work with portfolio management and risk teams on for rapid prototyping and tactical delivery of solutions.
Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to portfolio and risk managers within the firm.
Work closely with quants, risk managers and other technologies in New York, Miami, London and Paris to develop multi-asset analytics, stress and VaR for our in-house commodities risk platform

Mandatory Requirements

Three to Five years of development experience with Python (pandas/numpy, etc.) or C++/Java
BA or Master in computer science or any other scientific fields
Solid communication skills
Able to work independently in a fast-paced environment
Strong analytical skills
Strong problem solving capabilities
Detail oriented, organized, demonstrating thoroughness and strong ownership of work
Experience working in a production environment

Preferred Requirements

Experience with financial mathematics and statistics
Proficiency in data science stack with Python.

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.