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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
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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