Quantitative Researcher with Machine Learning experience, Systematic Equities

Millennium Management

Quantitative Researcher with Machine Learning experience, Systematic Equities

Quantitative Researcher with Machine Learning experience, Systematic Equities

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

Quantitative Researcher, with machine learning experience, as part of a collaborative team based in London on systematic equity trading.

This collaborative, and entrepreneurial systematic investment team is seeking a strong equities quantitative researcher to join in developing new signals and strategies. This opportunity provides a dynamic and fast-paced environment with excellent opportunities for career growth.

Location

London

Principal Responsibilities

  • Working alongside the SPM on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
  • Combine rigorous scientific methods and machine learning or statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
  • Develop and improve sophisticated python-based software tools and libraries for machine learning researches
  • Write and maintain neat, modular code on a jointly owned codebase of significant size and complexity
  • Collaborate with the SPM in a transparent environment, engaging with the whole investment process

Preferred Technical Skills

  • Strong research and programming skills in Python and experience working on sophisticated Python-based software tools and libraries in a fast changing environment
  • Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related fields from a top ranked university
  • Demonstrate excellent communication, analytical and quantitative skills

Preferred Experience

  • 2+ years of experience with cash equities strategies doing alpha research
  • 2+ years of experience in machine learning based quantitative equity alpha research, and back testing

Highly Valued Relevant Experience

  • Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
  • Strong economic intuition and critical thinking
  • Product experience in statistical arbitrage strategies
  • Product experience with machine learning based alphas would be valued

Target Start Date

As soon as possible

Read Full Description
Confirmed 11 hours ago. Posted a day ago.

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