Quantitative Researcher with Machine Learning experience, Systematic Equities

Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.

Job Description

Quantitative Researcher, with machine learning experience, as part of a collaborative team based in London on systematic equity trading.

This collaborative, and entrepreneurial systematic investment team is seeking a strong equities quantitative researcher to join in developing new signals and strategies. This opportunity provides a dynamic and fast-paced environment with excellent opportunities for career growth.

Location

London

Principal Responsibilities

• Working alongside the SPM on alpha research, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equity strategies
• Combine rigorous scientific methods and machine learning or statistical learning techniques to explore, analyze, and harness a large variety of datasets in order to build strong predictive models which will be deployed to the investment process
• Develop and improve sophisticated python-based software tools and libraries for machine learning researches
• Write and maintain neat, modular code on a jointly owned codebase of significant size and complexity
• Collaborate with the SPM in a transparent environment, engaging with the whole investment process

Preferred Technical Skills

• Strong research and programming skills in Python and experience working on sophisticated Python-based software tools and libraries in a fast changing environment
• Masters or PhD degree in a quantitative subject such as Computer Science, Applied Mathematics, Statistics, or related fields from a top ranked university
• Demonstrate excellent communication, analytical and quantitative skills

Preferred Experience

• 2+ years of experience with cash equities strategies doing alpha research
• 2+ years of experience in machine learning based quantitative equity alpha research, and back testing

Highly Valued Relevant Experience

• Demonstrated ability to understand fundamental and event related data and experience with alternative data sources
• Strong economic intuition and critical thinking
• Product experience in statistical arbitrage strategies
• Product experience with machine learning based alphas would be valued

Target Start Date

As soon as possible