Senior Quant Portfolio Researcher

Millennium; New York (NY); On-site; USD 160,000 - 250,000; Full time

Job summary

Millennium in New York is seeking a highly skilled quantitative risk professional to develop and maintain factor models, risk measurement, and portfolio analytics. You will work across risk management, portfolio management, and technology to implement models into production and improve decision support.

The role requires 4+ years in a quantitative finance setting, strong Python/SQL skills, and experience with Pandas/Polars.

Qualifications

• Degree in a quantitative discipline such as statistics, mathematics, engineering, or a related field.
• 4+ years of experience in a quantitative role within a financial organization, or an advanced degree in a quantitative field
• Strong programming skills, including experience with Python and SQL
• Experience with Python data libraries such as Polars and/or Pandas
• Proficiency in at least one compiled, statically typed programming language is a plus, as is demonstrated programming ability through public repositories such as GitHub
• Prior experience in equity factor risk modeling, quantitative models, and portfolio analytics
• Experience using fundamental equity factor models such as MSCI/Barra, Axioma, or Bloomberg is highly desirable
• Strong sense of responsibility and integrity, intellectual curiosity, initiative, and the ability to work independently and manage ambiguity effectively

Responsibilities

• Develop and maintain robust factor modeling and risk measurement frameworks, with a strong focus on portfolio optimization, risk analysis, and performance attribution
• Support the design and enhancement of the team’s broader quantitative framework in partnership with Technology, Risk, Portfolio Managers, and business stakeholders
• Partner with Technology to transition quantitative models into production environments with a focus on accuracy, scalability, and workflow efficiency
• Lead research into, and implementation of, quantitative models including factor models and more complex risk assessment approaches
• Apply quantitative tools and analytics to improve portfolio insight, risk transparency, and investment decision support

Job description

Millennium in New York is seeking a highly skilled quantitative risk professional to develop and maintain factor models, risk measurement, and portfolio analytics. You will work across risk management, portfolio management, and technology to implement models into production and improve decision support.

The role requires 4+ years in a quantitative finance setting, strong Python/SQL skills, and experience with Pandas/Polars.