Quantitative Analyst – Investment Solutions Group

  • Competitve
  • London, England, United Kingdom
  • Permanent, Full time
  • Millennium Global Investments Ltd
  • 17 Nov 17 2017-11-17

The Investment Solutions Group (ISG) at Millennium Global is responsible for developing customised currency investment and risk-overlay solutions that meet the requirements of institutional clients. These solutions are based on systematic investment models and encompass dynamic hedging, alpha, advanced option replication and tail-risk minimisation.

THE COMPANY

Millennium Global is an independent institutional currency investment manager with c.USD 18 billion in assets under management and a 20+ year track record.

We provide a range of institutional currency management investment solutions, from risk management (passive and dynamic hedging) to return-seeking programmes (active overlay and alpha) and have a well-established team with a bespoke platform infrastructure. 

The Investment Solutions Group (ISG) at Millennium Global is responsible for developing customised currency investment and risk-overlay solutions that meet the requirements of institutional clients.  These solutions are based on systematic investment models and encompass dynamic hedging, alpha, advanced option replication and tail-risk minimisation.

JOB DESCRIPTION

As a member of our ISG, the Quantitative Analyst will contribute to systematic research and to the design and development of bespoke investment solutions.

Specific responsibilities will include:

  • Contributing to improvement and implementation of systematic investment models that drive dynamic hedging, alpha and advanced option replication and tail-risk strategies.
  • Prototyping, testing and implementing in Python
  • Documenting risk-driven and alpha-driven systematic algorithms using statistical, stochastic, optimisation and/or machine learning frameworks  
  • Run performance and signal simulations for clients and prospects
  • Contribute to the design and messaging of investment solutions presentations for different audiences

The investment solutions team has a fully collaborative approach, applying agile project management to systematic research projects. The ISG is particularly keen to develop a creative team environment combining advanced technical skills (applied mathematics, machine learning, Python coding) and emotional intelligence, agility and mindfulness to create a productive and cooperative thinking environment. 

ESSENTIAL REQUIREMENTS

  • Strong back-ground in Quantitative Finance (Masters or PhD) as well as an academic interest in macroeconomics and econometrics
  • Strong analytical skills and ability to form an independent opinion on recent publications in the discipline
  • Fluency and strong appetite for quant-programming environments: Python
  • Ability and desire to work in a versatile team with broad responsibilities from systematic research to clients presentations
  • Excellent communication skills

APPLICATION

By 01 December 2017

Salary range GBP 40k – 80K

By CV and covering letter to:

qajobs@millenniumglobal.com