Data Engineer

Millennium is a global investment management firm, built on a sophisticated operating system at scale. We seek to pursue a diverse array of investment strategies, and we empower our employees to deliver exceptional outcomes and enable our portfolio managers to do what they do best – navigate the markets.

Job Description

We are building a world-class systematic data platform which will power the next generation of our systematic portfolio engines.

The latency critical trading group is looking for a Data Scientist/Engineer to join our growing team. The team consists of low latency linux engineers, network engineers, datacenter engineers, and C++ engineers who are responsible for building our low latency stack.

This is an opportunity for individuals who are passionate about quantitative investing. The role builds individual’s knowledge and skills in four key areas of quantitative investing, namely: data, statistics, technology, and financial markets.

Desirable Candidates

• Ph.D. or master's in computer science, mathematics, statistics, or other field requiring quantitative analysis or equivalent experience
• Three years of financial industry experience
• Experience working with systematic investing teams is a plus
• Programming expertise in Python and C++
• Data analysis experience with R, MatLab, scitoolkit, pytorch, or similar
• Programming skills in SQL
• Strong problem-solving skills
• Effective communication skills
• Strong understanding of modern statistical testing methods