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

Millennium Management
in New York, NY, United States
Permanent, Full time
Last application, 21 Feb 20
Competitive
Millennium Management
in New York, NY, United States
Permanent, Full time
Last application, 21 Feb 20
Competitive
Quantitative Developer - Equity Factor Model
Quantitative Developer - Equity Factor Model

We are looking for an exceptional individual to join the Equity Factor Risk Model Research Technology Team, which is responsible for designing and developing equity portfolio analytics framework, including MSCI Barra equity factor risk models.

Responsibilities:
  • Build expertise in Barra and proprietary factor risk models
  • Work with portfolio research team on the development and integration of new analytics models into the firm's delivery platforms
  • Perform extensive back-testing of existing and new risk models and investment strategies
  • Enhance, optimize and support quantitative risk management infrastructure


Qualifications:
  • Minimum of 5 years of quantitative development experience in finance or top-tier technology companies.
  • 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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