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Quantitative Developer - Equity Factor Model

Example CorpRemote · Posted Jun 17, 2022
Full-timeRemoteEst. 140,000 USD
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Description

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Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Research Technology Team, which is responsible for designing and developing equity portfolio analytics framework, including MSCI Barra equity factor risk models.

Principal Responsibilities

  • Build expertise in Barra and proprietary factor risk models
  • Build the infrastructure required for optimal extraction, transformation, and loading of data from a wide variety of data sources using SQL and ‘big data’ technologies
  • Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.
  • Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platforms
  • Perform extensive back-testing of existing and new risk factor models
  • Support and run processes for risk management and equity portfolio research

Qualifications/Skills Required

  • Candidates must have a minimum of 5 years of software development experience in finance or top-tier technology companies.
  • Broad understanding of equities markets and portfolio construction
  • Strong working knowledge of software design including algorithms and object oriented design
  • Strong working knowledge of statistics
  • Advanced R and Python programming (must have 5+ years of professional development experience on topics like OOP etc.). Experience in R programming language is strongly preferred
  • Must have hands-on experience in scaling R to Big Data
  • Advanced working knowledge of SQL ; minimum 5+ years of professional development experience
  • Experience developing solutions in ‘big data’ analytics engines (particularly Apache Spark)
  • Strong communication skills required as this role involved direct communication with risk management and trading
  • A successful candidate will be detail oriented, a quick learner and able to adapt to a dynamic high paced environment
  • Applicant should have a demonstrated track record of success in challenging environments
  • Good team player with a strong willingness to participate and help others.

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