Quantitative Researcher - Systematic Fixed Income

Millennium Management is a global investment management firm founded in 1989 that manages approximately $53 billion in assets as of April 1, 2022. Millennium has more than 4,000 employees with offices in the United States, Europe and Asia.

Over the last 30+ years, our mission has remained constant: to deliver the alternative investment industry’s highest quality returns to our investors, and to maintain a commitment to our principles of integrity, discipline and excellence.

A Fixed Income pod is looking for a Quantitative Researcher to work on the systematic side of the business. This will work directly in the team, having a direct impact on the trading strategy.

Key responsibilities:

Work with Portfolio manager to develop systematic trading strategies
Contribute to team’s analytics library and data pipeline
Research new and continuously improve existing signals
Share the execution responsibility with the PM

Qualifications/skills required:

Good understanding of linear fixed income instruments
Strong programming skills in Python and familiarity with software development lifecycle
Excellent communication skills
STEM background
Experience with curve building would be beneficial