Quantitative Developer - Equity Factor Model

March 15

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1001 - 5000

Description

• Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Research Technology Team • Responsible for designing and developing equity portfolio analytics framework • Designing and developing equity portfolio analytics framework • Identify, design, and implement internal process improvements • Must have hands-on experience in scaling R to Big Data • Strong communication skills required

Requirements

• Candidates must have a minimum of 5 years of software development experience in finance or top-tier technology companies • Broad understanding of equities markets and portfolio construction • Strong working knowledge of software design including algorithms and object-oriented design • Strong working knowledge of statistics • Advanced R and Python programming skills • Must have hands-on experience in scaling R to Big Data • Advanced working knowledge of SQL • Experience developing solutions in ‘big data’ analytics engines • Good team player with a strong willingness to participate and help others

Benefits

• Build expertise in Barra and proprietary factor risk models • Work with portfolio research team on the development and integration of new analytics models • Perform extensive back-testing of existing and new risk factor models • Support and run processes for risk management and equity portfolio research