Volatility Data Engineer - Systematic Data Platform
Volatility Data Engineer - Systematic Data Platform
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$ 175000 - 250000
1 Vacancy
Job Description
Founded in 1989 Millennium is a global alternative investment management firm. Millennium seeks to pursue a diverse array of investment strategies across industry sectors asset classes and geographies. The firms primary investment areas are Fundamental Equity Equity Arbitrage Fixed Income Commodities and Quantitative Strategies. We are building a world class systematic data platform which will power the next generation of our systematic portfolio engines.
The systematic data group is looking for a Data Engineer/Scientist to join our growing team. The team consists of content specialists data scientists analysts and engineers who are responsible for discovering maintaining and analyzing sources of alpha for our portfolio managers. This is an opportunity for individuals who are passionate about quantitative investing. The role builds on individuals knowledge and skills in four key areas of quantitative investing: data statistics technology and financial markets.
Given the growing success of our Systematic Volatility business the ideal candidate will leverage options reference exchange and TIQlevel data sets to arm Portfolio Managers with the necessary information to make better realtime investment decisions.
Responsibilities
Build systematic option platform related to referential data pricing data data analysis and data research.
Work closely with data scientists/analysts for the endtoend life cycle of data.
Support quantitative researchers/portfolio managers on data related used for signal generation back testing andtrading.
Qualifications
Strong technical skills with experiences in production coding in Linux.
At least 2 years of experience in finance finance technology or comparable industry buyside experience preferred.
Masters degree or higher in fields such as quantitative finance engineering computer science or equivalent.
Proficient in computer science fundamentals and object orientated programming using Python or C or Java or equivalent.
Selfdriven and eager to learn and able to pick up things quickly.
Experience with databases/SQL and basic understanding of financial products.
Hardworking intellectually curious and teamoriented.
Strong communication skills
Experience with option security master or option data or option trading or option vol is strong plus
Experiencewith technologies like KDB Apache Iceberg and Lake Formation will be a meaningful differentiator.
Millennium pays a total compensation package which includes a base salary discretionary performance bonus and a comprehensive benefits package. The estimated base salary range for this position is $175000 to $250000 which is specific to New York and may change in the future. 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.
Employment Type
Full-Time
