Quantitative Developer

We are building a world class systematic data platform which will power the next generation of our systematic portfolio engines.The systematic data group is looking for Quant Developer to join our growing team. The team consists of content specialists, data scientists, engineers and quant developers who are responsible for discovering, maintaining and analyzing sources of alpha for our portfolio managers.This is an opportunity for individuals who are passionate about quantitative investing. The role builds on individual’s knowledge and skills in four key areas of quantitative investing: data, statistics, technology and financial markets.Principal ResponsibilitiesUse finance knowledge and statistical knowledge to analyze potential alpha sources. Present to portfolio managers and quantitative analystsBuild quant tools to help portfolio managers to research, evaluate, combine alphas, and understand risksDesign and maintain tools to evaluate and monitor data quality and integrity for a wide variety of data sourcesEngage with vendors, brokers and perform analytics to understand characteristics of datasetsInteract with portfolio managers and quantitative analysts to understand their use cases and recommend datasets to help maximize their profitabilitySkills Required3+ years of work experience as a financial engineer, data scientist, or quant developerStrong knowledge of Python and or C++, Java, C#Familiarity with data pipeline engineering, ETL for large datasets, and scheduling tools like AirflowStrong SQL and database experience including PL-SQL or T-SQLUnderstanding of typical software development lifecycle and familiarity with: Linux, GitHub, CI/CDPh.D. or Masters in computer science, mathematics, statistics or other field requiring quantitative analysisBeneficial Skills And ExperienceUnderstanding of risk models and performance attributionExperience with financial markets such as equities and futuresKnowledge of statistical techniques and their usageThe estimated base salary range for this position is $165,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.