Quantitative Application Developer - Systematic Trading

We are seeking a Quantitative Developer for our centralized Quantitative Development team focused on shortening the time to market for incoming quantitative portfolio managers. As this role is mission critical to the business, successful candidates will need to be prepared to work in a demanding yet rewarding capacity. Must have a generally curious and helpful personality, ideally someone that takes pride in solving complex business problems in a consultant-like capacity.

Key Responsibilities:

• Implement generalized tools that are necessary for quantitative portfolio managers

• Understand and translate business problems into working solutions

• Liaise directly with incoming quantitative teams to address their development needs

• Build solid components that are easy to use and readily adaptable to suit potential changes to infrastructure and/or technologies

Skills Required:

• 5 yrs plus of experience as a quantitative developer or researcher with production experience

• Strong knowledge of Python including Pandas and Polars

• A degree in quantitative finance, financial engineering, math, computer science, hard science, or related field or demonstrated experience

• Experience with relational databases and working with large data sets

• Experience with REST API

• Experience with market data at varying frequencies

• Understanding of financial markets and experience in one or more asset classes

• Fast learner and logical/mathematical thinking

• Strong communication and presentation skills

• A strong desire to work with and help others for the benefit of the Firm

Additional/Pluses:

• Experience as a Quant Developer in a PM team

• Knowledge of Bloomberg tools such as BLPAPI, B-Pipe, Bloomberg back office

• Experience with factor models, portfolio construction, and/or portfolio risk management

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Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. 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.