Quantitative Data Engineer for Systematic Investing

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

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