Quantitative Developer, Systematic Equities
Job Description: Quantitative Developer, Systematic Equities
Please direct all resume submissions ******.
Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.
Job Description
We are seeking a quantitative developer to partner with the Senior Portfolio Manager in developing a systematic backtesting, visualization/analyzing, and trading platform for global equity strategies.
Location
London or Dubai preferred
Principal Responsibilities
Collaborate with the Senior Portfolio Manager and other team members to implement and improve an efficient systematic equity backtester tool used for both simulation and live trading
Create visualization and analyzing tools for the input and output of the backtest
Design and implement trading systems, ensuring reliability, scalability, and timely execution
Develop, optimize, and maintain software applications for larger scale equity trading
Work closely with infrastructure team to connect trading strategies to the firm's trading infrastructure and connectivity
Conduct thorough testing and debugging of software components, resolving any issues or discrepancies
Work with and centralizing multiple vendor data sets
Stay up-to-date with the latest developments in technology and trading practices to continuously enhance systems
Provide technical support and mentorship to junior developers, promoting best practices and knowledge sharing
Preferred Technical Skills
Expert in KDB/Q and Python
Proficient in modern data science tools stacks (Jupyter, pandas, numpy, sklearn) with machine learning experience
Good understanding of using Slurm or similar parallel computing tools
Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University
Proficient in quantitative analysis, mathematical modelling, statistics, regression, and probability theory
Proficient in professional software development methodologies, version control systems, unit testing and debugging tools, and micro-services architecture
Deep understanding of financial markets, including equity markings, corporate actions, hedging
Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts
Preferred Experience
3-5+ years of experience in algorithmic trading systems development, preferably in systematic equity trading markets
Experience building analytic tools using KDB
Experience using tools, such as MOSEK, for systematic equity hedging and optimizing
Experience working with and centralizing multiple vendor data sets
Experience analyzing metrics for performance and risks for systematic equity trading
Experience collaborating effectively with cross functional teams, multitasking and adapting in a fast-paced environment
Highly Valued Relevant Attributes
Entrepreneurial mindset
Ability to multitask and adapt
Curiosity and eagerness to learn and grow professionally
Self-motivated, detail-oriented, and able to work independently in a fast-paced environment
Target Start Date
ASAP (maximum NCA of 3 months)