Quantitative Developer – Equity Factor Model
Join to apply for the Quantitative Developer – Equity Factor Model role at Millennium
Quantitative Developer – Equity Factor Model
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Join to apply for the Quantitative Developer – Equity Factor Model role at Millennium
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Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Technology Team, which is responsible for designing and developing equity portfolio analytics framework, including MSCI Barra equity factor risk models.
Principal Responsibilities
* Build expertise in Barra and proprietary factor risk models
* Design and build data Lakehouse architecture
* Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.
* Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platforms
* Perform extensive back-testing of existing and new risk factor models
* Support and run processes for risk management and equity portfolio research
Qualifications/Skills Required
* Minimum of 5 years of software development experience in finance or top-tier technology companies.
* Advanced working knowledge of SQL with at least 5 years of professional development experience.
* Advanced R or Python programming skills with at least 5 years of professional development experience, including topics like OOP.
* Experience designing and building data Lakehouse architecture is a significant plus.
* Experience working with Spark and Trino/Spark compute, and expertise with open table formats such as Delta Lake and/or Iceberg is a significant plus.
* Experience with AWS data services like AWS Glue and AWS EMR.
* Strong working knowledge of statistics.
* Broad understanding of equity markets and portfolio construction.
* Strong communication skills, as this role involves direct communication with risk management and trading.
* Detail-oriented, a quick learner, and able to adapt to a dynamic, high-paced environment.
* Demonstrated track record of success in challenging environments.
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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