Equity Portfolio Researcher
Equity Portfolio Researcher
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Job Description
Millenniums Global Risk Management Department is responsible for identifying measuring monitoring managing and reporting on the risks associated with Millennium portfolios. Our Risk Management organization is designed to accommodate the overall size nature and complexity of the firms trading activities. We are looking to add an inquisitive mindedRisk Modelertojoinour team. You will have the opportunity to develop and maintain the quantitative frameworks used by our portfolio managers and senior management teams. You will be responsible for the framework which involvesCash Equities Factor modelling Statistical Factor modeling tail risk (e.g. VaR Stress) modeling performance analytics (e.g. Drawdowns Sharpe) and developing optimization toolkits. If youre passionate about quantitative finance portfolio management and applied statistics wed love to hear from you.
Your primary responsibilities will encompass:
Factor Model and Risk Measurement: Develop and maintain robust frameworks for factor modeling and risk measurements. Strong emphasis on using these models for portfolio optimization and risk and attribution analysis.
Quantitative Framework Development: Assist in the creation and optimization of our quantitative framework which includes collaborating with technology risk portfolio and business managers.
Tech Collaboration: Partner with the Technology department to streamline the transition of quantitative models into production environments. The priority is to ensure accuracy and efficiency in daytoday workflows.
Research Model Development: Lead research into and implementation of various quantitative models including but not confined to factor models and complex risk assessments.
Qualifications/Skills Required:
The candidate should have a degree in a quantitative major: statistics mathematics engineering and either professional experience of 14 years in a quantitative role in a financial organization or an advanced degree in a quantitative field preferred.
Strong programming skills prior experience with Python (Polars and/or Pandas) or SQL. Proficiency in at least a compiled and statically typed language is a plus; so is demonstrated programming ability on public repositories e.g. GitHub.
Prior experience in Equity Factor Risk modeling quantitative models and portfolio analytics.
Experience using fundamental equity factor models like MSCI/Barra Axioma or Bloomberg is highly desirable.
Sense of responsibility and integrity. Intellectual curiosity and spirit of initiative. Ability to work independently and effectively manage ambiguity.
Employment Type
Full-Time
