Volatility Data Specialist - Systematic Data Platform

Volatility Data Specialist - Systematic Data Platform

Founded in 1989, Millennium is a global alternative investment management firm. Millennium seeks to pursue a diverse array of investment strategies across industry sectors, asset classes and geographies. The firm's primary investment areas are Fundamental Equity, Equity Arbitrage, Fixed Income, Commodities and Quantitative Strategies. We are building a world class systematic data platform which will power the next generation of our systematic portfolio engines.

The systematic data group is looking for a Data Engineer / Scientist to join our growing team. The team consists of content specialists, data scientists, analysts and engineers who are responsible for discovering, maintaining and analyzing sources of alpha for our portfolio managers. This is an opportunity for individuals who are passionate about quantitative investing. The role builds on individual's knowledge and skills in four key areas of quantitative investing : data, statistics, technology and financial markets.

Given the growing success of our Systematic Volatility business, the ideal candidate will leverage options, reference, exchange and TIQ-level data sets to arm Portfolio Managers with the necessary information to make better, real-time investment decisions.

Responsibilities

• Build systematic option platform related to referential data, pricing data, data analysis and data research.
• Work closely with data scientists / analysts for the end-to-end life cycle of data.
• Support quantitative researchers / portfolio managers on data related used for signal generation, back testing and trading.

Qualifications

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.