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Quantitative Developer - Equity Factor Model Risk

Millennium Management
Quantitative Developer - Equity Factor Model Risk
New York, US
175,000 - 200,000
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Job Description

Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Research Technology Team, which is responsible for designing and developing equity portfolio analytics, including MSCI Barra equity factor risk models.

Principal Responsibilities 

  • Build the infrastructure required for optimal extraction, transformation, and loading of data from a wide variety of data sources
  • Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipelines
  • Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platforms
  • Build expertise in Barra and custom internal fundamental equity factor risk models
  • Support and run processes for quantitative risk and risk management
  • Perform extensive back-testing of existing and new risk models and investment strategies

Qualifications/Skills Required

  • Proficiency with Python and/or R
  • Experience in R programming language is strongly preferred
  • Advanced working knowledge of SQL ; minimum 2 years of professional development experience is required.
  • Comfortable in both Windows and Linux environments
  • Experience developing solutions in cloud infrastructure(particularly AWS)
  • Working knowledge of statistics and data analysis
  • Strong analytical and problem solving skills
  • Ability to work independently and collaboratively in a fast-paced environment
  • Ability to manage several projects with different priorities simultaneously
  • Solid verbal and written communication skills, excellent listening skills
  • Takes ownership and accountability with strong attention to details
  • Desire to work in a front-office facing role
  • Familiarity with equity markets and trading a plus
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