Data Engineer - Systematic Data Group

Millennium; Hong Kong; On-site; HKD 400,000 - 900,000; Full time

Job summary

Millennium is seeking a Data Engineer to join the Systematic Volatility team in Hong Kong. You will build a data platform for referential and pricing data, work with data scientists and analysts on end-to-end data lifecycle, and support researchers and portfolio managers with data for signal generation, backtesting and trading.

The role emphasizes quantitative investing, production coding in Linux, and proficiency in Python, C++, or Java, with experience in databases/SQL and option-related

Qualifications

• At least 2 years of experience in finance, finance technology, or comparable industry – buyside experience preferred.
• Master's degree or higher in fields such as quantitative finance, engineering, computer science or equivalent.
• Proficient in computer science fundamentals and object orientated programming using Python or C++ or Java or equivalent. Strong technical skills with experiences in production coding in Linux.
• Self-driven and eager to learn and able to pick up things quickly.
• Experience with databases/SQL and basic understanding of financial products.
• Strong communication skills
• Experience with option security master or option data or option trading or option vol is strong plus
• Experience with technologies like KDB, Apache Iceberg, and Lake Formation will be a meaningful differentiator.

Responsibilities

• Build systematic option platform related to referential data, pricing data, data analysis and data research.
• Work closely with data scientists/analysts for the end-to-end life cycle of data.
• Support quantitative researchers/portfolio managers on data related used for signal generation, back testing and trading.

Skills

Python

C++

Java

Linux

SQL

Communication

Education

Master's degree or higher in quantitative finance, engineering, computer science or equivalent

Tools

KDB

Apache Iceberg

Lake Formation

Job description

About Millennium

Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors.

Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors. Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning. With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time. Discover how transformative growth accelerates impact.

Meet the Team

The systematic data group is looking for a Data Engineer to join our growing team. The team consists of content specialists, data scientists, analysts and engineers who are responsible for discovering, maintaining and analyzing sources of alpha for our portfolio managers. This is an opportunity for individuals who are passionate about quantitative investing. The role builds on individual’s knowledge and skills in four key areas of quantitative investing: data, statistics, technology and financial markets. Given the growing success of our Systematic Volatility business, the ideal candidate will leverage options, reference, exchange and TIQ-level data sets to arm Portfolio Managers with the necessary information to make better, real-time investment decisions.

What You'll Do

• Build systematic option platform related to referential data, pricing data, data analysis and data research.
• Work closely with data scientists/analysts for the end-to-end life cycle of data.
• Support quantitative researchers/portfolio managers on data related used for signal generation, back testing and trading.

What You Bring

• At least 2 years of experience in finance, finance technology, or comparable industry – buyside experience preferred.
• Master's degree or higher in fields such as quantitative finance, engineering, computer science or equivalent.
• Proficient in computer science fundamentals and object orientated programming using Python or C++ or Java or equivalent. Strong technical skills with experiences in production coding in Linux.
• Self-driven and eager to learn and able to pick up things quickly.
• Experience with databases/SQL and basic understanding of financial products.
• Strong communication skills
• Experience with option security master or option data or option trading or option vol is strong plus
• Experience with technologies like KDB, Apache Iceberg, and Lake Formation will be a meaningful differentiator.