Treasury Quantitative Developer - Data Engineer

Millennium Management; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading investment management firm is seeking a Treasury Quantitative Developer - Data Engineer based in London. The role involves enhancing back-end systems for cash margin and stress calculations while collaborating with teams across major financial centers. Candidates should have substantial experience in Python and cloud technologies, and possess a strong educational background in quantitative fields. This challenging position demands detail-oriented professionals who can thrive in a fast-paced environment.

Qualifications

• 5+ years of experience in system development, preferably with Python.
• Experience with Postgres and other database technologies.
• Ability to work independently and effectively with stakeholders.

Responsibilities

• Develop and enhance back-end distributed systems for cash calculations and simulations.
• Collaborate with diverse teams in multiple locations.
• Design, maintain data models and pipelines.

Skills

Python

OOP Background

Cloud Technologies

RDBMS

Design Patterns

Algorithms

Data Structures

Git

CI/CD Pipelines

Effective Communication

Education

B.A. in Computer Science

Job description

Treasury Quantitative Developer - Data Engineer

Responsibilities

• Take part in the development and enhancement of the back-end distributed system, providing high performance and high availability margin and stress cash calculations and simulations to Senior Management, Portfolio Managers and Treasurers.
• Work closely with Quant researchers and developers, tech teams, middle office and business management teams in London, New York, Tel Aviv & Miami.
• Design, develop and maintain data models, pipelines and warehouse and caching stores

Requirements

Must-have qualifications/skills:

• Minimum 5+ years of experience developing systems in Python or other OOP background with Python knowledge.
• B.A. in computer science or another quantitative field.
• Experience with Cloud technologies
• Experience working with RDBMS (Postgres preferred) and other database technologies (data lakes, DuckDB, NoSQL)
• Good understanding of Design Patterns, Algorithms & Data structures
• Experience working with Git / GitHub and with CI/CD pipelines
• Ability to communicate effectively with senior stakeholders across the organization
• Able to work independently in a fast-paced environment.
• Detail oriented, organised, demonstrating thoroughness and strong ownership of work.

Nice-to-have qualifications/skills:

• Knowledge of Treasury cash management and margin methodologies
• Experience in the financial services