full-time
Quantitative Researcher
Millennium
- Employer
- Millennium
- Location
- New York
- Working pattern
- on-site
- Salary
- $160,000–$250,000 / year
About the role
Develop quantitative frameworks, models, and tools to analyze portfolio performance and risk, identify performance drivers, and improve risk-adjusted returns. Conduct tactical research, support production implementation with technology partners, collaborate with portfolio and risk teams, and communicate findings to senior management. A degree in a technical or quantitative field is required, with a master's or Ph.D. preferred, along with strong Python and SQL programming skills. Five or more years of quantitative research experience in a financial organization is preferred; experience in alpha research, portfolio construction, hedging, and risk modeling is also preferred.