Team Lead Senior Quant Developer - Equities PM Tools Quant Strategies
Team Lead Senior Quant Developer - Equities PM Tools Quant Strategies
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$ 175000 - 250000
1 Vacancy
Job Description
We are looking for a Senior Engineer/Quant Developer to manage a small quant development team focused on building systems and portfolio analytics for MLPs Quantitative Equities Strategy. The qualified and successful candidate will have an opportunity to work closely with experienced business heads to better understand how a quant strategies business is run and how impactful decisions are made at the portfolio level.
Key Responsibilities:
Work directly with senior quant management at the firm capturing requirements monitoring delivery and managing deliverables
Leading a small team of developers working with quant management technology and risk teams to build and maintain our proprietary portfolio analytics dashboard application
Lead the development and evolution of a robust data pipeline involving databases parquet file stores and memory caches.
Assist in the development of a centralized quantitative signal database
Skills Required:
10 years of front office software development or quant development experience ideally partnering with fully systematic PMs and/or Traders
Strong knowledge of Python especially Dash Pandas Numpy for building dashboards and data oriented processing
5 years of experience with portfolio performance analytics and statistical techniques namely volatility and sharpe ratio
Strong SQL and database experience particularly with MS SQL Server Postgres and RDBMS
Familiarity with data pipeline engineering ETL for large datasets and scheduling tools like Airflow
Understanding of typical software development lifecycle and familiarity with: Linux Github CI/CD
2 years managing software engineers or quant developers
A degree in computer science math statistics or operations research
Beneficial Skills and Experience:
Understanding of multifactor risk models and performance attribution
Specific product knowledge in one or more of the following: equities futures options FX rates
Masters in Financial Engineering
Objectoriented programming in C
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.
Required Experience:
Senior IC
Employment Type
Full-Time
