Quantitative Developer - Risk

London, England, United Kingdom

12/19/2024

Millennium is a top tier global hedge fund with a strong commitment to technology and financial mathematics, is looking for a quant developer to join its commodities risk technology team. The team works jointly with risk managers, trading teams, and operations and provides risk metrics and analytical tools to support the trading activity and to assess the risk exposure.

Responsibilities

• Work closely with quants, risk managers and other technology teams in New York, Miami, London to develop risk analytics solutions for the commodities business
• Develop data ingestion pipelines and core API to provide risk management with ability to get access to analytics programmatically and also via visualization tools
• Work with risk management for rapid prototyping and tactical delivery of solutions.
• Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to portfolio and risk managers within the firm.
  
  

Mandatory Requirements

• 3+ years Python development experience (pandas, numpy, polars, jupyter notebooks, FAST API)
• Experience with AWS services, such as: S3, EC2, AWS Batch and Redshift
• Proficiency in relational and non-relational database technologies
• BA or Master in computer science/any other scientific fields
• Able to work independently in a fast-paced environment
• Strong analytical and problem-solving capabilities
• Detail oriented, organized, demonstrating thoroughness and strong ownership of work
• Experience with financial mathematics and statistics
  
  

Preferred Requirements

• Prior experience of working directly with risk management/trading
• Proficiency in data science stack with Python.
• Experience in Java and/or Rust development
• Experience with Microsoft or Google cloud services