Portfolio Manager/Senior Quantitative Researcher, Systematic Equities

Millennium Management; London; On-site; GBP 80,000 - 100,000

Job description

Portfolio Manager/Senior Quantitative Researcher, Systematic Equities

Please direct all resume submissions to [e-mail] and reference REQ-13675 in the subject.

Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.

Job Description

Portfolio Manager/Senior Quantitative Researcher with a focus on intraday or mid-frequency equities as part of a thriving, dynamic, collaborative investment team.

Location

Open to candidates in London, Europe (ex-Paris), and the US (with a preference for the East Coast).

Principal Responsibilities

1. Conduct alpha research and strategy development with a primary focus on: idea generation, data gathering and research/analysis, model implementation and back testing for systematic global equities strategies with intraday or medium-frequency holding periods.
2. Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process.
3. Collaborate with the SPM and other team members in a transparent environment, specifically collaborating across books and engaging with the whole investment process (portfolio construction, risk management, etc.).

Preferred Technical Skillset

1. Strong research and programming skills.
2. Bachelors, Masters or PhD degree in a quantitative subject such as Applied Mathematics, Statistics, Computer Science or related field from a top ranked university.
3. Fluent in C++ or Python.
4. Demonstrate strong abstract reasoning and independent problem-solving skills.

Preferred Experience

1. A minimum of 5 years of experience working in a quantitative research capacity focusing on systematic equities.
2. A proven, independent track record developing, deploying, and managing strategies in the global equities space with an inception-to-date Sharpe Ratio of 1.5+.

Highly Valued Relevant Experience

1. Experience exploring, researching, and deploying trading signals from various sources of data.
2. Experience in quantitative finance, econometrics, and asset pricing.
3. Curious, ambitious, self-starter mindset.

Please direct all resume submissions to [e-mail].