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Portfolio manager/senior quantitative researcher, systematic equities

London
Millennium
Quantitative researcher
Posted: 25 July
Offer description

Join to apply for the Portfolio Manager/Senior Quantitative Researcher, Systematic Equities role at Millennium

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Portfolio Manager/Senior Quantitative Researcher, Systematic Equities


Please direct all resume submissions to QuantTalentEUR@mlp.com 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.

Portfolio Manager/Senior Quantitative Researcher, Systematic Equities

Please direct all resume submissions to QuantTalentEUR@mlp.com 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


* 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
* 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
* 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

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

Preferred Experience

* A minimum of 5 years of experience working in a quantitative research capacity focusing on systematic equities
* 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

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

Please direct all resume submissions to QuantTalentEUR@mlp.com.


Seniority level

* Seniority level

Mid-Senior level


Employment type

* Employment type

Full-time


Job function

* Job function

Finance and Sales
* Industries

Investment Management

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