Quantitative Developer Quantitative Developer …

Millennium Management
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
Millennium Management
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
Quantitative Developer
Quantitative Developer

Technical Qualifications:
  • 5+ years of coding experience in at least one of the following: Python, Java, Scala, C/C++, or R
  • Understanding of Data Structures and Algorithms
  • Savvy with data science stack (Pandas, NumPy, SciPy)


Highly Valued:
  • Data Science/Analysis background; Proficient at working with large data-sets
  • Familiarity with quantitative finance concepts such as portfolio optimization, volatility pricing
  • Unix/Linux command-line experience
  • Experience working with AWS, GCP or Azure
  • Exposure to financial engineering, familiarity with financial markets


Preferred:
  • Graduate level training in a quantitative field (CFA, FRM and/or CQF is a plus).
  • Experience researching, designing, developing and deploying factor models, alpha signals, portfolio optimizers, pricers, or trading algorithms.
  • Knowledge of Agile/Scrum methodologies
  • Results-oriented, can deliver quality code quickly
  • Highly analytical with good problem solving skills
  • Experience with one or more of the following: (1) derivative pricing; (2) alpha research, backtesting; (3) risk management; (4) market microstructure; (5) algorithmic trading; (6) portfolio construction and optimization


Other Qualifications:
  • BA/BS degree in Computer Science or equivalent
  • Excellent listening, and communication (both oral and written) skills
  • Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure.
  • Proactive, assertive and attentive to details.
  • Can work independently and in a collaborative environment.
  • Can handle several projects with different priorities at the same time in a fast-paced environment.
  • Excellent self-management and problem-solving skills.
  • Quick learner
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