Quantitative Researcher, Systematic Equities

Greater London, England, United Kingdom

8/16/2024

Quantitative Researcher, 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.

A small, 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.

Job Description

Quantitative Researcher as part of a small, collaborative team, with a focus on systematic equity strategies.

Preferred Location

London or Dubai preferred

Principal Responsibilities

• Work alongside the Senior Portfolio Manager on processing, integration and assessing various data sources to identify uncorrelated alphas:
• Work and create data pipeline with multiple vendor data sets: assessing, cleaning, creating features
• Understand the potential prediction power from data source and identify alpha
  
  

Preferred Technical Skills

• Expert in Python (KDB/Q is a plus)
• 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 from top ranked University
• 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

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

Highly Valued Relevant Experience

• 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
• Entrepreneurial mindset
• Curiosity and critical thinker
• Eagerness to learn and grow professionally
• Highly organized, eager to improve and create tools in order to increase efficiency and to scale up the research effort