Senior Quantitative Developer - Simulation & Backtesting
Apply NowCompany: Millennium Management LLC
Location: New York, NY 10025
Description:
Senior Quantitative Developer - Simulation & Backtesting
Job Function Summary
The Central Execution Book (CEB) is a global effort to optimize the firm's execution across business lines and asset classes. At a high level the CEB seeks to improve execution quality by reducing market impact and controlling information leakage, but the group's mandate also includes the deployment of the firm's risk capital to do so. The above requires solving complex technical and quantitative problems.
We are looking for a highly driven, results oriented Senior Quantitative Developer to join a dynamic group tasked with developing our next-generation simulation capabilities. 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:
Make large contributions to the platform, working in an iterative and dynamic environment.
Support, maintain and test own code following best-practices including unit testing, regression testing, documentation and automation within typical CI processes.
Provide leadership and vision to help decide overall direction, design and architecture of the simulation platform.
Ability to mentor junior resources
Qualifications/Skills Required
5+ years Python in a Quantitative Finance setting, knowledge and experience in python & KDB preferred.
Prior experience with building large scale simulation and backtesting frameworks
Experience with pykx or cloud tooling is a bonus.
Highly analytical and strong problem-solving skills and attention to detail.
Strong communication skills with the ability to explain technical and sophisticated concepts clearly and concisely.
The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. 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.
Job Function Summary
The Central Execution Book (CEB) is a global effort to optimize the firm's execution across business lines and asset classes. At a high level the CEB seeks to improve execution quality by reducing market impact and controlling information leakage, but the group's mandate also includes the deployment of the firm's risk capital to do so. The above requires solving complex technical and quantitative problems.
We are looking for a highly driven, results oriented Senior Quantitative Developer to join a dynamic group tasked with developing our next-generation simulation capabilities. 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:
Make large contributions to the platform, working in an iterative and dynamic environment.
Support, maintain and test own code following best-practices including unit testing, regression testing, documentation and automation within typical CI processes.
Provide leadership and vision to help decide overall direction, design and architecture of the simulation platform.
Ability to mentor junior resources
Qualifications/Skills Required
5+ years Python in a Quantitative Finance setting, knowledge and experience in python & KDB preferred.
Prior experience with building large scale simulation and backtesting frameworks
Experience with pykx or cloud tooling is a bonus.
Highly analytical and strong problem-solving skills and attention to detail.
Strong communication skills with the ability to explain technical and sophisticated concepts clearly and concisely.
The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. 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.