Quantitative Developer - Equity Research Technology Team We are looking for a Quantitative Developer to join the Equity Research Technology Team. The team is focused on developing systems and portfolio analytics for the firms Quantitative Equities Strategy. You will work on a team with other quantitative developers and software engineers and build portfolio analytics and visualizations for Quant Strategies Management.
Key Responsibilities:- Work with quant management, technology, and risk teams to build and maintain our proprietary portfolio analytics dashboard application
- Maintain a robust data pipeline involving databases, parquet file stores, and memory caches.
- Assist in the development of a centralized quantitative signal database
Skills Required:- Strong knowledge of Python (particularly Pandas/Numpy) for data oriented processing
- Experience with Web based Python frameworks such as Flask, Dash, Ag-grid
- Familiarity with data pipeline engineering, ETL for large datasets, and scheduling tools like Airflow
- Strong SQL and database experience, particularly with MS SQL Server and Postgres.
- Understanding of typical software development lifecycle and familiarity with: Linux, Github, CI/CD
- A degree in quantitative finance, computer science, math or equivalent experience
- 3+ years of work experience as a financial engineer, data scientist, or quant developer
Beneficial Skills and Experience:- Understanding of risk models and performance attribution
- Experience with financial markets such as equities, futures
- Knowledge of statistical techniques and their usage
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. 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.