Senior Quantitative Researcher - Market Impact
Senior Quantitative Researcher - Market Impact
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$ 160000 - 250000
1 Vacancy
Job Description
The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firms trading and approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis.
We are currently seeking a Senior Quantitative Researcher with a focus on market impact modelling. The ideal candidate will have significant experience with this topic both academically and practically including a strong awareness of the latest academic research experience in fitting these models in realworld scenarios and challenges including data and potential biases.
Principal Responsibilities
The successful candidate will be expected to:
Research the applicability of various market impact models to a variety business flows
Build fitting tools and analytics to support the research process and model calibration
Partner with PM / trading stakeholders to implement models into the portfolio construction process
Research models applicable to asset classes outside of Equities
Qualifications/Skills Required
Bachelors degree in Mathematics Statistics Physics Finance Economics Econometrics Financial Engineering Operations Research or similar
3 years experience in a Quantitative Research / Quantitative Trading role with a significant or exclusive focus on marketimpact research / fitting
Excellent analytical and quantitative skills
Excellent communication skills with the ability to work effectively in a team environment
Ability to use Python / KDB for analytical / research purposes
The estimated base salary range for this position is $160000 to $250000 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 individuals experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
Required Experience:
Senior IC
Employment Type
Full-Time
