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 an Analyst to partner with the Senior Portfolio Manager to implement a market microstructure research framework for the systematic trading of global equity strategies.

Principal Responsibilities

• Work alongside the Senior Portfolio Manager on developing systematic trading strategies, with a primary focus on:
  o Idea generation
  o Data gathering and research/analysis
  o Model implementation and back testing for systematic global equities strategies

• Explore, analyze, and harness large financial market data datasets using a variety of statistical learning techniques
  o Work with multiple exchange data sets: assessing, cleaning, creating features

• Implement flexible, scalable and efficient data extraction framework using existing features
  o Optimize code for larger scale work

• Create new features using additional database (C++ preferred)

Preferred Technical Skills

• Proficient in modern data science tools stacks (Jupyter, pandas, numpy, sklearn)
• Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field
• Expert in Python
• Proficient in C++
• Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory
• Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts

Preferred Experience

• 5+ years of experience working in a systematic trading environment with a focus on equities
• 5+ years of experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.)
• Experience collaborating effectively with cross functional teams, multitasking and adapting in a fast-paced environment

Highly Valued Relevant Attributes

• Strong intuition about feature/data prediction power
• Extremely rigorous, critical thinker, self-motivated, detail-oriented, and able to work independently in a fast-paced environment
• Curiosity and eagerness to learn and grow professionally