Quantitative Researcher -...
Millennium Management LLC, Buckingham, Buckinghamshire
- Full time
- Permanent
Apply on company site
Fixed Income Portfolio Pn...
Millennium Management LLC, Buckingham, Buckinghamshire
- Full time
- Permanent
Apply on company site
Fixed Income Portfolio Pr...
Millennium Management LLC, Buckingham, Buckinghamshire
- Full time
- Permanent
Apply on company site
Quantitative Researcher - Execution Services
Salary not available. View on company website.
Millennium Management LLC, Buckingham, Buckinghamshire
- Onsite working
- Full time
- Permanent
Posted 1 week ago, 28 Jun
Job ref: 8c8378673e114267a3b25a6c4481f052
Full Job Description
Quantitative Researcher - Execution Services
Millennium Management, LLC
Buckingham, United Kingdom
Permanent
2025-04-30T07:19:04.283Z
22684985
Full time
Competitive
Job Description
The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm's trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis. We are seeking an Alpha Researcher with experience in return / toxicity forecasting as it relates to market-making business offering pricing on larger blocks of equities either via outright risk pricing or other product structures.
Principal Responsibilities
- Modelling: Design and develop models to assist in alpha generation. Areas include:
- Automated evaluation of signal performance over time and feature engineering techniques to drive improvements.
- Combination of multiple signals to produce a single usable alpha for different contexts and attribution of performance.
- Robust estimation of key metrics such as signal correlations, decay, turnover and risk.
- Rigorous Grounding: Given inherent complexity and high dimensionality, employ methods to avoid overfitting and poor OOS performance based on sound statistical reasoning.
- Collaboration: Work with team members to decide the overall direction, design, and architecture of the platform, and collaborate with key stakeholders across the business.
Qualifications/Skills Required
- Required Experience: 5+ years of experience in Quantitative Finance setting, with a proven track record of developing robust alpha models, preferably in an Equities context.
- Education: PhD or Master's degree in Statistics, or a related field with an excellent understanding of the theory behind statistical and machine learning methods.
- Technical Skills: Proficiency in Python and/or KDB, preferably both.
#s1-Gen
Quantitative Researcher - Execution Services The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm's trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis. We are seeking an Alpha Researcher with experience in return / toxicity forecasting as it relates to market-making business offering pricing on larger blocks of equities either via outright risk pricing or other product structures. Principal Responsibilities Modelling: Design and develop models to assist in alpha generation. Areas include: Automated evaluation of signal performance over time and feature engineering techniques to drive improvements. Combination of multiple signals to produce a single useable alpha for different contexts and attribution of performance. Robust estimation of key metrics such as signal correlations, decay, turnover and risk. Rigorous Grounding: Given inherent
complexity and high dimensionality, employ methods to avoid overfitting and poor OOS performance based on sound statistical reasoning. Collaboration: Work with team members to decide the overall direction, design, and architecture of the platform, and collaborate with key stakeholders across the business. Qualifications/Skills Required Required Experience: 5+ years of experience in Quantitative Finance setting, with a proven track record of developing robust alpha models, preferably in an Equities context. Education: PhD or Master's degree in Statistics, or a related field with an excellent understanding of the theory behind statistical and machine learning methods. Technical Skills: Proficiency in Python and/or KDB, preferably both.
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