Quantitative Developer Commodities
Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Quant Technology team to build our next generation inhouse analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the inhouse pricing libraries to support trading in Fixed Income Commodities Credit and FX business at Millennium. FICT provides a dynamic and fastpaced environment with excellent growth opportunities.
Primary Responsibilities
- Work with Quant Researchers Portfolio Managers & Technology teams to build commodities fundamental analytics and modelling platform from scratch
- Develop scalable libraries and APIs for commodities fundamental modelling across multiple assets and geographies
- Build help maintain and operate end to end modelling pipeline involving diverse and large set of statistical and machine learning models
- Build scalable tools to aid data analysis and visualization
- Work with broader team to develop robust delivery and operating models enabling rapid development and scalable deployment of new capabilities
Required Skillset
- Strong Python Fundamentals knowledge (for data science) and SQL/ Database experience
- Solid experience with all stages of data modelling pipeline Data access Transformation model training and inference pipeline and Data analysis tools
- Able to work independently with hands on experience on complete software development lifecycle and relevant development tools
- Prior experience as Quant Developer/ Data Scientist in financial industry
- Commodities and hands on statistical/ data modelling experience preferred
- Familiarity with tools and libraries like Airflow Flask Dash etc preferred