Senior Quant Analyst, Equity Factor Modeling & Risk Tools

Millennium; New York (NY); On-site; USD 175,000 - 250,000; Full time

Job summary

Millennium is a global investment firm seeking a quantitative professional to bridge research and engineering. You will translate complex model specifications into actionable technical requirements and manage the lifecycle of equity risk modeling and trading tools.

Collaboration with portfolio researchers and engineers is essential. Ideal candidates hold an advanced quantitative degree and have hands-on experience with Python/SQL, asset pricing, and risk models.

Qualifications

• Advanced degree in a quantitative field is required.
• 2+ years as business analyst or PM in hedge fund/asset management.
• 2+ years with software development lifecycles and Agile delivery.
• Strong knowledge of asset pricing and risk modeling concepts.
• Experience with equity factor risk models and data quality controls.

Responsibilities

• Serve as liaison between quantitative research and software engineering, translating model specs into technical requirements.
• Manage end-to-end requirements for equity risk modeling and trading tools.
• Design and oversee integration of quantitative models and datasets into trading and risk infrastructure.
• Analyze data to validate inputs/outputs and support the quantitative research pipeline.
• Lead end-user testing to ensure solutions reflect investment intent.
• Create documentation for quantitative tools, data feeds, and model logic.

Skills

Asset pricing knowledge

Quant risk modeling

Portfolio optimization

Data integrity

Communication with stakeholders

Education

Advanced degree (PhD or Masters) in a quantitative field

Tools

Python

SQL

Job description

Millennium is a global investment firm seeking a quantitative professional to bridge research and engineering. You will translate complex model specifications into actionable technical requirements and manage the lifecycle of equity risk modeling and trading tools.

Collaboration with portfolio researchers and engineers is essential. Ideal candidates hold an advanced quantitative degree and have hands-on experience with Python/SQL, asset pricing, and risk models.