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Quantitative Developer, Systematic Futures

Millennium Management
Quantitative Developer, Systematic Futures
New York, US
150,000 - 200,000
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Job Description

Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.

A small, collaborative, and entrepreneurial systematic investment team is seeking a strong quantitative developer to join in building trading infrastructure and an investment research platform. This opportunity provides a dynamic and fast-paced environment with excellent opportunities for career growth.

Job Description

Quantitative Developer as part of a small, collaborative systematic global macro team based in New York with a focus on applying cutting edge statistical and machine learning techniques to short-term strategies in futures, swaps, and FX markets

Preferred Location

New York

Principal Responsibilities

  • Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools for systematic trading
  • Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team
  • Manage SDLC, including unit testing and CI/CD infrastructure
  • Author, schedule, and monitor workflow for the team

Preferred Technical Skills

  • Expert in Python
  • Demonstrated knowledge of distributed computing technologies (including Kubernetes) and event based architectures
  • Broad understanding of fixed income, swaps, futures, and FX
  • Bachelor, Master’s, or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics or related STEM field from top ranked University
  • Excellent communication, analytical and quantitative skills

Preferred Experience

  • Experience with trading platform development, including work with high frequency databases (e.g. KDB)
  • 2-5 years of experience in finance or technology
  • 3+ years of experience with Python programming

Highly Valued Relevant Experience

  • Exposure to a systematic trading environment or sell-side equivalent experience
  • Experience with user interfaces, including CSS frameworks such as Bootstrap or Materialize, as well as visualization frameworks such as D3.js
  • Knowledge of machine learning and statistical techniques and related libraries
  • Team player, with a strong desire to participate and help others
  • Strong critical thinking skills and creativity in
  • developing new ideas

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 $150,000 to $200,000, 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.

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