Quantitative Developer - Equity Factor Model Quantitative Developer - Equity Factor Model …

Millennium Management
in New York, NY, United States
Permanent, Full time
Last application, 20 Jan 20
Competitive
Millennium Management
in New York, NY, United States
Permanent, Full time
Last application, 20 Jan 20
Competitive
Quantitative Developer - Equity Factor Model
Quantitative Developer - Equity Factor Model

Responsibilities:
  • Build expertise in Barra and custom internal fundamental equity factor risk models
  • Develop models to compute new analytics in collaboration with the head of portfolio research
  • Support and run processes for quantitative risk and risk management
  • Perform extensive back-testing of existing and new risk models and investment strategies


Qualifications:
  • Candidates must have a minimum of 5 years of front office quantitative development experience.
  • Advanced Degree in a scientific field.
  • Very strong knowledge of software design including algorithms and object oriented design
  • Strong working knowledge of linear algebra and statistics
  • Experience in either Python, R or C++ required.
  • Experience in Python programming language is strongly preferred
  • Strong communication skills required as this role involved direct communication with risk management and trading
  • A successful candidate will be detail oriented, a quick learner and able to adapt to a dynamic high paced environment
  • Applicant should have a demonstrated track record of success in challenging environments
  • Good team player with a strong willingness to participate and help others.
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