Quantitative Developer (Python) - Central Liquidity Strategies
millennium managementNew York, NY
$160,000 to $250,000
APPLY (opens in a new tab)Quantitative Developer (Python) - Central Liquidity Strategies
millennium managementNew York, NYSenior L5
$160,000 to $250,000
Portfolio Management and Investment AdviceMiscellaneous Financial Investment ActivitiesComputer Systems Design Services
APPLY NOW (opens in a new tab)Quantitative Developer (Python) - Central Liquidity Strategies The Central Execution Book (CEB) is a global effort to optimize the firm's execution across business lines and asset classes. At a high level the CEB seeks to improve execution quality by reducing market impact and controlling information leakage, but the group's mandate also includes the deployment of the firm's risk capital to do so. The above requires solving complex technical and quantitative problems. We are looking for a highly driven, results-oriented Senior Quantitative Developer to join a dynamic group tasked with developing our next-generation alpha research pipeline, encompassing data ingestion to model evaluation and reporting. We are at the forefront of industry-leading initiatives applying technology, quantitative analysis, and data-driven methodologies to our execution process.
Principal Responsibilities:
- The successful candidate will be expected to: Help design and contribute to the alpha research platform
- Support, maintain, and test their own code following best practices, including unit testing, regression testing, documentation, and automation within typical CI processes
- Provide leadership and vision to help determine the overall direction, design, and architecture of the alpha research pipeline
- Mentor junior resources
- Regularly interact with quantitative researchers and other stakeholders, and prioritize and implement features
- Qualifications / Skills Required 5+ years of Python experience in a quantitative finance setting
- Familiarity with linear models and basic statistics for creating model evaluation and reporting workflows
- Familiarity with the Python data science ecosystem, including dashboarding and popular ML libraries such as Plotly, Altair, JAX, TensorFlow, and PyTorchPrior experience building alpha research or machine learning pipelines
- Highly analytical with strong problem-solving skills and attention to detail
- Strong communication skills, with the ability to explain technical and sophisticated concepts clearly and concisely
- Ability to tune and debug runtime performance of data applications
- Familiarity with C++/Rust/CUDA to debug and profile underlying native code in ML libraries (Nice to have)
The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future.
Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
Recruiter: Ruby Kazmi
Hiring Manager: Christopher Wurtz
Department: Execution Services
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Level
Senior L5
Salary
$160,000 to $250,000
Location
New York, NY
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
46 days ago