Data Analyst
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Job Description
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 our business. Our Quotative Modeling and Technology group builds next generation inhouse analytics and portfolio manager tools. Having broad range of high quality and reliable data is a critical part of many of the capabilities we provide. We are building a team which focuses on building historical data sets for various asset classes including interest rates foreign exchange and others.
Our Israel office is located in the Bursa area of Ramat Gan.
As a global firm English proficiency is a must.
Responsibilities:
- Work closely with Quantitative analysts to define criteria and check for data quality and implement them usually in Python.
- Identify various sources of financial market data and build a single consistent data set of historical data which can be used for valuation and scenario of various financial instruments including bonds interest rates curves options and others.
- Generate historical time series to enable extensive backtesting and scenario analysis of financial portfolios.
Requirements:
- 25 years of Python scripting experience.
- Experience with the Numpy and Pandas packages.
- Academic degree in a quantitative field (Math CS Sciences or equivalent experience/knowledge.
- Strong analytic and mathematical skills.
- Strong problem solving capabilities.
- Solid communication skills.
- Able to work independently in a fastpaced environment.
- Detail oriented organized demonstrating thoroughness and strong ownership of work.
- Basic knowledge of statistics and experience working with statistical packages optional
- Experience with financial data optional
Required Experience:
IC
Employment Type
Full-Time
