About the role
Millennium Management is a multi-strategy global investment management firm that seeks to generate consistent positive returns across a variety of market conditions.
The Quantitative Research team is responsible for developing advanced quantitative research, tools and strategies to support Millennium's global investment platform. The Quantitative Researcher, Multi-Asset role will be focused on conducting research and developing quantitative investment strategies across multiple asset classes.
Responsibilities:
- Develop and implement advanced quantitative investment strategies
- Conduct in-depth research and analysis of global markets, asset classes and factors
- Build quantitative models and tools to support portfolio construction and risk management
- Collaborate with cross-functional teams to deliver innovative investment solutions
- Stay up-to-date with the latest developments in quantitative finance and investment strategies
Requirements:
- Master's or Ph.D. degree in a quantitative field such as finance, economics, mathematics, physics, or computer science
- 3+ years of experience in quantitative research or investment management
- Strong programming skills in Python, R, or other data analysis languages
- Expertise in statistical analysis, time series modeling, optimization techniques, and machine learning
- Solid understanding of modern portfolio theory, asset pricing, and risk management
- Excellent problem-solving, analytical, and communication skills
- Passion for applying cutting-edge quantitative techniques to investment problems