Quantitative Researcher

About the job

Quantitative Researcher

Millennium is one of the leading global hedge funds, managing over $85B, with more than 6,500 employees and offices worldwide. Founded in 1989, we employ a global multi-strategy investment approach, opportunistically engaging in a broad array of trading and investing strategies, producing consistent performance for our investors for over 30 years. We are strongly committed to leveraging innovations in technology and data science to solve complex and challenging problems, putting us at the cutting edge in our field.

We are looking to expand our Quant Modelling team which is building the next generation of in-house analytics and trader support tools. This team will develop and maintain the models and pricing libraries to support trading in Fixed Income, Commodities, Credit and FX derivatives, leveraging state-of-the-art mathematical modelling and financial and software engineering methods to provide our traders with the best analytics and support tools in the business.

Candidate will need to have strong mathematical foundations (probability, statistics, linear algebra and calculus) to understand, implement and develop financial pricing models and analytics. A deep and passionate interest in Finance is essential for success in this role.