Volatility Alpha Quant Researcher & Data Scientist

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

Benefits offered by this job

Bonus program

Comprehensive benefits

Job summary

Millennium in New York City seeks a senior quantitative researcher to advance volatility strategies. You will conduct market research, build datasets, and develop predictive models that feed into investment decisions.

Requires a Masters or PhD in a quantitative field, 3+ years in investment or quantitative research, and strong programming in Python/R/MATLAB/C++. You will work with Portfolio Managers and the Volatility Alpha Development team.

Qualifications

• Master's degree or PhD in quantitative STEM.
• At least three years of experience in investment management or a quantitative research environment.
• Strong programming skills in Python, R, MATLAB, or C++.
• Deep knowledge of financial markets, especially options and derivatives.

Responsibilities

• Conduct quantitative research on market volatility and develop predictive models.
• Research global systematic options markets to build datasets and prototype strategies.
• Develop robust quantitative research infrastructure and datasets for options/volatility markets.
• Partner with Senior Portfolio Managers to integrate datasets into investment strategies and risk management.
• Contribute to prototype alpha strategy development across the Volatility Alpha Development platform.

Skills

Quantitative analysis

Statistical modeling

Data visualization

Communication

Education

Master's degree or PhD in quantitative STEM

Tools

Python

R

MATLAB

C++

Job description

Millennium in New York City seeks a senior quantitative researcher to advance volatility strategies. You will conduct market research, build datasets, and develop predictive models that feed into investment decisions.

Requires a Masters or PhD in a quantitative field, 3+ years in investment or quantitative research, and strong programming in Python/R/MATLAB/C++. You will work with Portfolio Managers and the Volatility Alpha Development team.