Quantitative Developer, Index Rebalance

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
Intermediate

Job location

Charing Cross, United Kingdom

Tech stack

Code Review
Computer Programming
Databases
Python
NumPy
Software Engineering
Pandas
Information Technology
Data Pipelines

Job description

Leading index Rebal team seeking a highly motivated and detail-oriented Quant Developer to join our team. The ideal candidate will have a strong passion for building robust quantitative research systems and be familiar with index construction methodologies. This role requires someone who is hard-working and dedicated to achieving excellence in every aspect of their work. You will be working with our core technologists, index research analysts and our portfolio managers to enhance our research environment and help automate our processes., * Core Research Engine Development: Develop, maintain, and improve our core research environment

  • Collaboration: Work closely with traders, researchers, and other developers to understand requirements and deliver solutions.

  • Code Review: Participate in code reviews to ensure the highest quality of code and adherence to best practices.

  • Support: Provide ongoing support and troubleshooting for existing systems and models.

  • Develop software engineering solutions for quantitative research and trading

  • Assist in designing, coding, and maintaining tools for the research infrastructure of the team
  • Build and maintain robust data pipelines and databases that ingest and transform large amounts of data
  • Develop processes that validate the integrity of the data
  • Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research
  • Collaborate with the SPM and the trading group in a transparent environment, engaging with the whole investment process

Requirements

Do you have experience in Python?, Do you have a Master's degree?, * Bachelor's, Master's or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background

  • Programming Proficiency: Strong programming skills in Python and must be comfortable with common dataset libraries e.g. pandas, polars, numpy, etc.
  • Quantitative Skills: Solid understanding of quantitative finance and statistical methods.

Preferred Experience

  • 3-5 years of experience of professional experience in index- related business.
  • Trading Knowledge: Familiarity with the trading process and financial markets.
  • Problem-Solving: Excellent analytical and problem-solving skills.
  • Attention to Detail: Meticulous attention to detail and a commitment to accuracy.
  • Work Ethic: Demonstrated ability to work hard and manage multiple tasks simultaneously.
  • Team Player: Ability to work effectively in a collaborative team environment.
  • Communication Skills: Strong verbal and written communication skills.

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