Millennium
Quantitative Researcher, Multi-Asset
Millennium, San Francisco, California, United States, 94199
Join to apply for the
Quantitative Researcher, Multi-Asset
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Millennium Join to apply for the
Quantitative Researcher, Multi-Asset
role at
Millennium Job Description
We are seeking a senior quantitative researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies. Quantitative Researcher, Multi-Asset
Job Description
We are seeking a senior quantitative researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies.
Location
Berkeley, CA (open to US based candidates)
Principal Responsibilities
Work alongside the Senior Portfolio Manager on building prediction and portfolio optimization pipelines: Understand the potential prediction power from data source and identify alphas Develop state-of-the-art ML algorithms for prediction and optimization Performing various statistical analysis to ensure the robustness Mentor and guide junior team members Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets Aid in developing and extending the team’s proprietary research platform Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research
Preferred Technical Skills
Strongly skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.) Ph.D. 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 Experience and success working with large and diverse data sets
Preferred Experience
4+ years of experience working in a systematic trading environment 4+ years of hands-on experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.) Established alpha research pipeline with production grade output 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
Experience working with big data sets Experience working in an autonomous, fast-paced environment
Target Start Date
April 1 (open to 12 month NCA for strong candidates)
Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package. Seniority level
Seniority level Mid-Senior level Employment type
Employment type Full-time Job function
Job function Finance and Sales Industries Investment Management Referrals increase your chances of interviewing at Millennium by 2x Get notified about new Quantitative Researcher jobs in
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Quantitative Researcher, Multi-Asset
role at
Millennium Join to apply for the
Quantitative Researcher, Multi-Asset
role at
Millennium Job Description
We are seeking a senior quantitative researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies. Quantitative Researcher, Multi-Asset
Job Description
We are seeking a senior quantitative researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies.
Location
Berkeley, CA (open to US based candidates)
Principal Responsibilities
Work alongside the Senior Portfolio Manager on building prediction and portfolio optimization pipelines: Understand the potential prediction power from data source and identify alphas Develop state-of-the-art ML algorithms for prediction and optimization Performing various statistical analysis to ensure the robustness Mentor and guide junior team members Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets Aid in developing and extending the team’s proprietary research platform Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process Stay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic research
Preferred Technical Skills
Strongly skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.) Ph.D. 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 Experience and success working with large and diverse data sets
Preferred Experience
4+ years of experience working in a systematic trading environment 4+ years of hands-on experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.) Established alpha research pipeline with production grade output 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
Experience working with big data sets Experience working in an autonomous, fast-paced environment
Target Start Date
April 1 (open to 12 month NCA for strong candidates)
Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package. Seniority level
Seniority level Mid-Senior level Employment type
Employment type Full-time Job function
Job function Finance and Sales Industries Investment Management Referrals increase your chances of interviewing at Millennium by 2x Get notified about new Quantitative Researcher jobs in
San Francisco, CA . Quantitative Systems Researcher, Associate / VP
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Geospatial Data Scientist (Research Fellow or Part-time Consultant)
San Francisco, CA $40.00-$80.00 1 month ago Geospatial Data Scientist (Research Fellow or Part-time Consultant)
Marketing Insights Researcher - Reality Labs
South San Francisco, CA $95,000.00-$120,000.00 3 weeks ago San Francisco, CA $163,000.00-$226,000.00 2 weeks ago San Francisco, CA $152,000.00-$190,000.00 2 days ago United States $138,000.00-$192,000.00 1 week ago South San Francisco, CA $95,000.00-$120,000.00 3 weeks ago Senior Quantitative User Experience Researcher (Frontend) (Bangkok-based, Relocation provided)
Principal Quantitative User Experience Researcher (Frontend) (Bangkok-based, Relocation provided)
Burlingame, CA $163,000.00-$226,000.00 11 hours ago San Francisco, CA $182,000.00-$215,000.00 4 months ago San Francisco, CA $182,000.00-$215,000.00 1 day ago Redwood City, CA $89,000.00-$151,000.00 5 days ago Data Scientist, Algorithms - Primetime Pricing
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San Francisco County, CA $148,000.00-$185,000.00 2 weeks ago Senior Data Scientist, Decisions, Rider Segment
San Francisco, CA $150,000.00-$200,000.00 2 weeks ago We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
#J-18808-Ljbffr