Quantitative Developer, Machine Learning Quantitative Developer, Machine Learning …

Millennium Management
in New York, NY, United States
Permanent, Full time
Last application, 23 Jan 20
Competitive
Millennium Management
in New York, NY, United States
Permanent, Full time
Last application, 23 Jan 20
Competitive
Quantitative Developer, Machine Learning
Quantitative Developer, Machine Learning

Technical Qualifications
  • Coding experience in at least one of the following: Python, Java, Scala, C/C++
  • Compute/ML at scale and big data tools (Hadoop, Spark, Presto, Kafka, Dask, Ray)
  • Experience in the NLP domain
  • Experience solving machine learning problems (e.g. logistic regression, random forest, xgboost, neural networks, etc.) and experience with Python ML tools (e.g., scikit-learn, sparkML and pySpark, tensorflow, keras, PyTorch)
  • Experience with relational SQL and NoSQL databases, including SQL Server, MySQL and Cassandra
  • Savvy with data science stack (Pandas, NumPy, SciPy)
  • Understanding of Data Structures and Algorithms
  • Unix/Linux command-line experience


Highly Valued
  • Strong Linear Algebra, convex optimization is a plus
  • Data Science/Analysis background; Proficient at working with large datasets
  • Familiarity with quantitative finance concepts such as portfolio optimization, option pricing, backtesting
  • Experience with AWS cloud services: EC2, EMR, RDS, Redshift, Athena, SQS, etc.
  • Broad understanding of equities, derivatives, futures, and FX products


Preferred
  • 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


Other Qualifications
  • BA/BS/MS/PhD degree in Computer Science, Statistics, Applied Math, Financial Engineering 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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