Quantitative Developer
- Employer
- Millennium Management
- Location
- New York, USA
- Salary
- Competitive
- Closing date
- Oct 22, 2019
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Quantitative Developer
Technical Qualifications:
Highly Valued:
Preferred:
Other Qualifications:
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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