Volatility Alpha Quant Researcher

Millennium Management LLC; Hong Kong; Sur place; HKD 900 000 - 1 300 000; Plein temps

Résumé du poste

Millennium is seeking a Quantitative Researcher in Hong Kong to advance volatility research and model development. You will build datasets, test alpha ideas, and push forward systematic options strategies with the volatility team.

The role combines financial intuition with statistical learning, requiring collaboration with senior PMs and risk managers to integrate datasets into investment processes and improve alpha generation across markets.

Qualifications

• Master’s degree or PhD in physics, mathematics, statistics, engineering, OR related STEM.
• At least three years in investment management or a quantitative research environment.
• Strong programming skills in Python, R, MATLAB, or C++.
• Deep knowledge of options and derivatives.
• Experience applying machine learning, statistical modeling, and data-visualization techniques.
• Excellent analytical, problem-solving, and communication skills.

Responsabilités

• Conduct quantitative research on volatility and market dynamics.
• Develop volatility-surface fitting and backtesting infrastructure.
• Create datasets and prototype alpha strategies for volatility teams.
• Collaborate with senior portfolio managers to integrate datasets into strategies.
• Apply ML, statistical modeling, and visualization to investment problems.

Connaissances

Quantitative research

Statistical learning

Analytical thinking

Effective communication

Formation

Master's degree or PhD in physics, mathematics, statistics, engineering, OR related STEM

Outils

Python

R

MATLAB

C++

Description du poste

Millennium is seeking a Quantitative Researcher in Hong Kong to advance volatility research and model development. You will build datasets, test alpha ideas, and push forward systematic options strategies with the volatility team.

The role combines financial intuition with statistical learning, requiring collaboration with senior PMs and risk managers to integrate datasets into investment processes and improve alpha generation across markets.