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Quantitative developer

Inwil
MCP (Switzerland) GmbH
Programmierer
Inserat online seit: 1 September
Beschreibung

Millennium is a global, diversified alternative investment firm founded in 1989, which manages $75.8 billion in assets. Millennium seeks to empower talented professionals with the sophisticated expertise, resources and technology to pursue a diverse range of investment strategies across industry sectors, asset classes and geographies.Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. A small, collaborative, and entrepreneurial systematic investment team is seeking an experienced Quantitative Developer to join in building critical trading infrastructure.General InformationJob Title: Quantitative DeveloperOffice Location: Baar (Switzerland, Canton of Zug)Job DescriptionQuantitative Developer will work as part of a portfolio-management team with a focus on systematic trading opportunities in equity options. The primary focus of the Quantitative Developer will be:Development and subsequent optimization of infrastructure supporting the overall development and production of quantitative trading models.Work directly with the quantitative researcher(s) and senior portfolio manager to implement technology to enable large-scale computational efforts in quantitative research, as well as related efforts, such as the preparation and transformation of data and other operational tasks.Work with senior technologists on the design and implementation of systems, and work closely with the quantitative research team to enable their mission.The successful candidate is expecting to put in an intense effort to be an early and pivotal part of the success of a quantitative trading group.Principal ResponsibilitiesPartner closely with the Senior Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of US equity optionsDevelop software engineering solutions for quantitative research and tradingAssist in designing, coding, and maintaining tools for the systematic trading infrastructure of the teamBuild and maintain robust data pipelines and databases that ingest and transform large amounts of dataDevelop processes that validate the integrity of the dataImplementation and operation of systems to enable quantitative research, including large scale computation and serialization frameworksLive operation of such systems, including monitoring and proactive detection of potential problems and interventionStay current on state-of-the-art technologies and tools, including technical libraries, computing environments and academic researchCollaborate with the SPM and the trading group in a transparent environment, engaging with the whole investment processQualifications/Skills RequiredMaster’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or related technical field appropriate to a computational background.3-4 years of professional experience in a computer science/computational role, with an extremely strong computer science or engineering background.Expert in C++ and advanced programming skills in Python.Strong Linux-based development experience.Experience working in a technical environment with DevOps functions, utilizing Google Cloud, Airflow, InfluxDB, and Grafana.Experience design and implementation of front-office systems for quant trading of equity options.MCP (Switzerland) GmbHMr Josh ColeHR Analyst0203 192 8963Write an email
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