Quantitative Developer, Systematic US Equity Options

Overview:


Millennium, a top-tier global hedge fund, is seeking an experienced Quantitative Developer/Engineer to join a small, collaborative, and entrepreneurial systematic investment team. The ideal candidate will work directly with quantitative researchers and senior portfolio managers to develop and optimize infrastructure supporting the overall development and production of quantitative trading models.
Responsibilities:

* Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of US equity options

* Develop software engineering solutions for quantitative research and trading

* Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team

* Build and maintain robust data pipelines and databases that ingest and transform large amounts of data

* Develop processes that validate the integrity of the data

* Implementation and operation of systems to enable quantitative research (i.e. large scale computation and serialization frameworks)

* Live operation of such systems, including monitoring and pro-active detection of potential problems and intervention

* Stay current on state-of-the-art technologies and tools including technical libraries, computing environments, and academic research

* Collaborate with the SPM and the trading group in a transparent environment, engaging with the whole investment process

Qualifications:

* Master's or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background

* Expert in C++

* Advanced programming skills in Python

* Strong Linux-based development

* Extremely strong computer science or engineering background with 3+ years of experience

* Approx. 3-4 years of professional experience in a computer science/computational role

* Experience working in a technical environment with DevOps functions (Google Cloud, Airflow, InfluxDB, Grafana)

* Design and implementation of front-office systems for quant trading

Benefits:


Target Start Date: As soon as possible