Quantitative AI Scientist - Volatility & Finance

Millennium Management LLC; Hong Kong; On-site; HKD 350,000 - 520,000; Full time

Job summary

Millennium is seeking a Data Scientist to join the Volatility Alpha Development team. You will research, develop, and productionize AI/ML models for volatility forecasting, options pricing, and signal analysis to support investment decisions.

You’ll build high-performance research workflows using JAX, PyTorch, Kubernetes, and Docker, and collaborate with researchers, engineers, and portfolio managers to deploy AI-assisted research into live workflows.

Responsibilities

• Research, develop, and productionize AI/ML models for volatility forecasting, options pricing, signal generation, event analysis, and systematic hypothesis testing.
• Build high-performance quantitative research workflows using JAX, PyTorch, and hardware acceleration.
• Design agentic research and operational workflows using LangGraph, with evaluation, tracing, and observability through LangSmith.
• Partner with researchers, engineers, and portfolio managers to integrate AI-assisted research, paper-trading, and decision-support tools into investment workflows.
• Apply LLM application-development techniques, including prompting, tool use, structured outputs, embeddings, vector databases, and model evaluation.
• Support production ML practices, including experiment tracking, feature and data versioning, model monitoring, drift detection, and reproducibility.

Job description

Millennium is seeking a Data Scientist to join the Volatility Alpha Development team. You will research, develop, and productionize AI/ML models for volatility forecasting, options pricing, and signal analysis to support investment decisions.

You’ll build high-performance research workflows using JAX, PyTorch, Kubernetes, and Docker, and collaborate with researchers, engineers, and portfolio managers to deploy AI-assisted research into live workflows.