Senior Quantitative Developer

Millennium Management LLC
Charing Cross, United Kingdom
2 days ago

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours
Languages
English
Experience level
Senior

Job location

Charing Cross, United Kingdom

Tech stack

Unit Testing
C++
Nvidia CUDA
Software Debugging
Python
Machine Learning
Regression Testing
TensorFlow
Data Ingestion
PyTorch
Plotly

Job description

We are looking for a highly driven, results-oriented Senior Quantitative Developer to join a dynamic group tasked with developing our next-generation alpha research pipeline, encompassing data ingestion to model evaluation and reporting. We are at the forefront of industry-leading initiatives applying technology, quantitative analysis, and data-driven methodologies to our execution process.

Principal Responsibilities

The successful candidate will be expected to:

  • Help design and contribute to the alpha research platform
  • Support, maintain, and test their own code following best practices, including unit testing, regression testing, documentation, and automation within typical CI processes
  • Provide leadership and vision to help determine the overall direction, design, and architecture of the alpha research pipeline
  • Mentor junior resources
  • Regularly interact with quantitative researchers and other stakeholders, and prioritize and implement features

Requirements

Do you have experience in Unit testing?, * 5+ years of Python experience in a quantitative finance setting

  • Familiarity with linear models and basic statistics for creating model evaluation and reporting workflows
  • Familiarity with the Python data science ecosystem, including dashboarding and popular ML libraries such as Plotly, Altair, JAX, TensorFlow, and PyTorch
  • Prior experience building alpha research or machine learning pipelines
  • Highly analytical with strong problem-solving skills and attention to detail
  • Strong communication skills, with the ability to explain technical and sophisticated concepts clearly and concisely
  • Ability to tune and debug runtime performance of data applications
  • Familiarity with C++/Rust/CUDA to debug and profile underlying native code in ML libraries (Nice to have)

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