Millennium, a leading global investment management firm is assembling a new specialized team of engineers, quantitative developers, and data specialists to offer tactical research 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.
- Work closely with quants, risk managers and other technologies in New York, London, and Singapore to develop multi-asset analytics, stress tests, and VaR calculations for our in-house risk platform
- Automate data retrieval and custom analytics in various delivery formats that combine internal and market data sources
- Design and build data visualizations and user interfaces to visualize data trends and facilitate custom workflows
- Partner with project managers and senior leadership team to capture analytic requirements, monitor delivery, and manage expectations
- Maintain, support, and improve capabilities as new requirements arise
- Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to portfolio and risk managers within the firm.
- Three to Five years of development experience with Python (pandas/numpy, etc.) or C++/Java in a production environment
- BA or Master in computer science or any other scientific fields
- Able to work independently in a fast-paced environment
- Strong analytical and communication skills
- Strong problem solving capabilities
- Detail oriented, organized, demonstrating thoroughness and strong ownership of work
- Experience with financial markets (rates/fx/credit/commodities/equities)
- Experience with financial mathematics, modeling, and/or statistics
- Proficiency in data science stack with Python.
- Experience with cloud technologies
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.