Senior Quantitative Developer

Charlotte, NC, Chicago IL, OR London UK - Full time

The Role

We are seeking a quantitative developer to scale the research and development of our pricing, risk and decision-making models. A successful candidate will have a minimum of 5+ years of experience participating in the development of financial models using Python in production, and understand the workflows surrounding research, productionizing and support. We are a highly collaborative firm where quant and tech employees are empowered to deliver to production. This role is designed to enhance our collective productivity, and not to add unnecessary “red tape”.

  • Collaborate with quant team to improve research life cycle (parallelization, data acquisition / distribution / caching).
  • Guides quant team to follow SLDC best practices (release management, testing, packaging)
  • Collaborate with Tech team to develop architecture and layer services
  • Develop a layered model architecture, pilot how to re-factor some existing models into re-usable components.
  • Be an in-house expert in Python/Java inter-op, identify and implement key algorithms in Java.

Required Qualifications:

  • 5+ years industry experience, with a significant portion dedicated to quantitative model development.
  • Degree in computer science or software engineering.
  • Experience writing scalable, modular, supportable production code in Python.
  • Experience working with SQL databases and basic query optimization.
  • Experience developing applications on top of real-time (asynchronous, distributed) services.

Desirable Qualifications:

  • 2+ years of experience working in the financial industry, preferably with fixed income and/or market making focus.
  • Master’s degree in quantitative discipline, such as quantitative finance, statistics, mathematics, etc.
  • Experience productionizing statistical and ML models built on PyTorch, TensorFlow, Stan and/or Optuna.
  • Experience with the following technologies:
  • Java
  • Git / Docker / Jenkins and managing artifacts and deployment pipelines
  • Datastore abstraction technologies (e.g. Presto / Trino / Spark)
  • Message brokers (RabbitMQ, Kafka, others)
  • Experience implementing fixed income analytics (OAS, ASW, YTW, Standard CDS Model).

Compensation and Benefits

In return for long-term commitment, we offer competitive compensation, including base pay and incentive compensation (which can include equity in the firm, subject to compensation agreements) and relocation assistance. Benefits include daily breakfast and catered lunch, monthly massages, paid time off, various leaves, company-sponsored medical and dental plans, long-term disability coverage, as well as a 401(k) plan with company matching contributions.

Culture

At Millennium, you will work with intelligent, ambitious, friendly, and positive individuals. We are proud of the team and culture we have built. The office hosts amenities and activities to give our team members opportunities to get to know one another and build meaningful relationships. We have a casual dress code, and our office sports pool and ping pong tables, music, group dining tables, and various comfortable meeting areas for collaboration.

This is an on-site role, with the option to be in Charlotte, NC; Chicago, IL; or London, UK

Interested candidates should send resumes to recruiting@millenniumadvisors.com.

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