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3 Financial Services / Investment jobs in Merton, Oxfordshire

Quantitative Researcher -...

Salary not available. View on company website.

Millennium Management LLC, Buckingham, Buckinghamshire

  • Full time
  • Permanent

Apply on company site

Posted 1 week ago, 28 Jun

Fixed Income Portfolio Pn...

Salary not available. View on company website.

Millennium Management LLC, Buckingham, Buckinghamshire

  • Full time
  • Permanent

Apply on company site

Posted 1 week ago, 28 Jun

Fixed Income Portfolio Pr...

Salary not available. View on company website.

Millennium Management LLC, Buckingham, Buckinghamshire

  • Full time
  • Permanent

Apply on company site

Posted 1 week ago, 28 Jun

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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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