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.
- 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
- 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
- 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