Quantitative Developer - Risk

Millennium; London; On-site; GBP 100,000 - 125,000; Full time

Job summary

Join a prestigious global hedge fund as a Quantitative Developer in their commodities risk technology team. This role offers an exciting opportunity to work closely with quants and risk managers to develop innovative risk analytics solutions. You'll be responsible for creating data ingestion pipelines and APIs that empower risk management teams with analytical tools, enhancing their decision-making processes. In a fast-paced environment, your strong analytical skills and attention to detail will be crucial as you deliver timely solutions that impact trading activities. If you're passionate about technology and finance, this is your chance to make a significant impact in a dynamic setting.

Qualifications

• 3+ years of Python development experience with libraries like pandas and numpy.
• Experience with AWS services including S3 and EC2.

Responsibilities

• Develop risk analytics solutions for the commodities business.
• Create data ingestion pipelines and APIs for risk management.

Skills

Python

AWS Services

Data Ingestion Pipelines

Relational Databases

Non-relational Databases

Financial Mathematics

Statistics

Data Science Stack

Java

Rust

Education

BA in Computer Science

Master in Scientific Fields

Tools

Jupyter Notebooks

FAST API

Microsoft Cloud Services

Google Cloud Services

Job description

Quantitative Developer - Risk

Millennium is a top tier global hedge fund with a strong commitment to technology and financial mathematics, is looking for a quant developer to join its commodities risk technology team. The team works jointly with risk managers, trading teams, and operations and provides risk metrics and analytical tools to support the trading activity and to assess the risk exposure.

Responsibilities

• Work closely with quants, risk managers and other technology teams in New York, Miami, London to develop risk analytics solutions for the commodities business
• Develop data ingestion pipelines and core API to provide risk management with ability to get access to analytics programmatically and also via visualization tools
• Work with risk management for rapid prototyping and tactical delivery of solutions.
• Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to portfolio and risk managers within the firm.

Mandatory Requirements

• 3+ years Python development experience (pandas, numpy, polars, jupyter notebooks, FAST API)
• Experience with AWS services, such as: S3, EC2, AWS Batch and Redshift
• Proficiency in relational and non-relational database technologies
• BA or Master in computer science/any other scientific fields
• Able to work independently in a fast-paced environment
• Strong analytical and problem-solving capabilities
• Detail oriented, organized, demonstrating thoroughness and strong ownership of work
• Experience with financial mathematics and statistics

Preferred Requirements

• Prior experience of working directly with risk management/trading
• Proficiency in data science stack with Python.
• Experience in Java and/or Rust development
• Experience with Microsoft or Google cloud services