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
SeniorJob 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)