Quantitative Researcher, Systematic Equities

Job Description: Quantitative Researcher, Systematic Equities

Please direct all resume submissions to QuantTalentUS @mlp.com and reference REQ-16057 in the subject.

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, entrepreneurial and highly pedigreed systematic investment team is seeking a Junior Quantitative Researcher. This opportunity provides a dynamic and fast-paced environment with excellent opportunities for career growth.

Location

Irvine, CA

Principal Responsibilities

Evaluation of various datasets for price prediction, portfolio construction, post trade analysis, or any combination of the three
- Research and develop short-term trading signals, using a large variety of market and fundamental datasets, to be deployed in systematic trading environment
- Assist with developing and extending the team’s proprietary research platform
- Identify and onboard new global markets
Collaborate with the SPM and trading group team members in a transparent environment, engaging with the whole investment process from idea generation through execution

Preferred Technical Skills

PhD in Computer Science, Statistics, Engineering, Applied Mathematics, Physics or related STEM field
- PhD or post-doctoral experience preferred, though will consider exceptional candidates with a Bachelor or Master’s degree
Strongly skilled in any of the following: C, C++, Java, Python, Fortran, Matlab or other similar languages
Excellent communication, analytical and quantitative skills

Preferred Experience

Demonstrated flexibility, curiosity, and willingness to acquire new skill sets, which may be displayed by completing a variety of projects in the past
Experience working on research projects with highly uncertain results, which may be displayed through research experience acquired through PhD research or summer research for undergraduates
Good publication record (high impact journals) for PhD and post-docs, either in a leading role or supporting role

Highly Valued Relevant Experience

Completed internship within a systematic trading team at a buy-side firm
Experience working with financial data
Experience working with a shared codebase
Leading author on a highly creative research project

Target Start Date

As soon as possible