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Senior Quantitative Researcher - Market Impact

Millennium Management

London

On-site

GBP 60,000 - 100,000

Full time

30+ days ago

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An established industry player is seeking a Senior Quantitative Researcher to enhance market impact modelling strategies. In this pivotal role, you will leverage your extensive experience to research and apply various market impact models across different asset classes. Your analytical prowess will be crucial in developing fitting tools and collaborating with portfolio managers to integrate models into the construction process. This role not only demands a strong academic background but also practical experience in tackling real-world data challenges. If you are passionate about quantitative research and eager to make an impact, this opportunity awaits you.

3+ years of experience in Quantitative Research with a focus on market impact.
Strong analytical and communication skills essential for team collaboration.

Research various market impact models for diverse business flows.
Build tools and analytics to support model calibration and research.

Quantitative Research

Market Impact Modelling

Analytical Skills

Communication Skills

Python

KDB

Bachelor's degree in Mathematics

Bachelor's degree in Statistics

Bachelor's degree in Physics

Bachelor's degree in Finance

Bachelor's degree in Economics

Bachelor's degree in Financial Engineering

Bachelor's degree in Operations Research

Senior Quantitative Researcher - Market Impact

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 currently seeking a Senior Quantitative Researcher with a focus on market impact modelling. The ideal candidate will have significant experience with this topic both academically and practically, including a strong awareness of the latest academic research, experience in fitting these models in real-world scenarios, and challenges including data and potential biases.

Principal Responsibilities

The successful candidate will be expected to:

Research the applicability of various market impact models to a variety business flows
Build fitting tools and analytics to support the research process and model calibration
Partner with PM / trading stakeholders to implement models into the portfolio construction process
Research models applicable to asset classes outside of Equities

Qualifications/Skills Required

Bachelor's degree in Mathematics, Statistics, Physics, Finance, Economics, Econometrics, Financial Engineering, Operations Research or similar
3+ years’ experience in a Quantitative Research / Quantitative Trading role with a significant or exclusive focus on market-impact research / fitting
Excellent analytical and quantitative skills
Excellent communication skills, with the ability to work effectively in a team environment
Ability to use Python / KDB for analytical / research purposes

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