13 Oct
Millennium Management
London
Job description
Quantitative Developer, Systematic Equities
Quantitative Developer, Systematic Equities
We are seeking a quantitative developer to partner focus on the development and subsequent optimization of infrastructure supporting the overall development and production of quantitative trading models.
The ideal candidate will work directly with the quantitative researcher(s) and senior portfolio manager.
This team member will be responsible for the implementation of technology to enable large-scale computational efforts in quantitative research, as well as related efforts, such as the preparation and transformation of data and other operational tasks.
Preferred Location
London or Dubai preferred
Principal Responsibilities
- Partner closely with the Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of equities
- Develop software engineering solutions for quantitative research and tradingAssist in designing, coding, and maintaining tools for the systematic trading infrastructure of the teamBuild and maintain robust data pipelines and databases that ingest and transform large amounts of dataDevelop processes that validate the integrity of the data
- Implementation and operation of systems to enable quantitative research (i.e. large scale computation and serialization frameworks)Live operation of such systems, including monitoring and pro-active detection of potential problems and intervention
- Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research
- Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process
Preferred Technical Skills
- Expert in Python and / or KDB / Q
- Proficient in modern data science tools stacks (Jupyter, pandas, numpy, sklearn) with machine learning experience
- Good understanding of using Slurm or similar parallel computing tools
- Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University
- Proficient in quantitative analysis, mathematical modelling, statistics, regression, and probability theory
- Proficient in professional software development methodologies, version control systems, unit testing and debugging tools, and micro-services architecture
- Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts
Preferred Experience
- 2+ years of experience in algorithmic trading systems development, preferably in systematic equity trading markets.
- Experience working with and centralizing multiple vendor data sets
- Experience collaborating effectively with cross functional teams, multitasking and adapting in a fast-paced environment
Highly Valued Relevant Experience
- Entrepreneurial mindset
- Ability to multitask and adapt
- Curiosity and eagerness to learn and grow professionally
- Self-motivated, detail-oriented, and able to work independently in a fast-paced environment
Target Start Date
ASAP
▶️ Quantitative Developer, Systematic Equities.
🖊️ Millennium Management
📍 London