Millennium Management LLC | Data Scientist, Systematic Global Macro | New York, NY | United States | BigDataKB.com | 11/13/2022

Job Location: New York, NY

Data Scientist, Systematic Global Macro

Data Scientist, Systematic Global Macro

Please direct all resume submissions to

QuantTalentUS@mlp.com

and reference REQ-16012 in the subject.

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 a strong data scientist. This opportunity provides a dynamic and fast-paced environment with excellent opportunities for career growth.
Job Description
Data Scientist as part of a small, collaborative systematic global macro team based, in New York, with a focus on applying cutting edge statistical and machine learning techniques to short-term strategies in futures, swaps, and FX markets.
Location
New York
Principal Responsibilities
  • Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools for systematic trading
  • Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team
  • Scout, on-board, research, and maintain a diverse set of both traditional and alternative datasets
  • Build signals from raw data and incorporate into machine learning models to forecast macro assets including futures and FX
Preferred Technical Skills
  • Expert in Python
  • Expert knowledge of large-scale data analytics and their applications
  • Bachelor, Masterโ€™s, or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics or related STEM field
  • Broad understanding of fixed income, swaps, futures and FX
  • Excellent communication, analytical and quantitative skills
Preferred Experience
  • 3+ years of experience with Python programming
  • 2+ years of experience working with large datasets
  • Experience with different types of data stores (SQL and no-SQL databases, s3, etc.)
Highly Valued Relevant Experience
  • Experience working in a systematic trading environment or sell-side equivalent experience
  • Knowledge of machine learning and statistical techniques and related libraries
  • Experience with ElasticSearch and other AWS services (RDS, Aurora, S3, EMR, Spark, Airflow, Sagemaker, Kafka, Athena, etc.)
  • Experience working with web frameworks and visualization tools (such as D3)
  • Team player, with a strong desire to participate and help others
  • Strong critical thinking skills and creativity in developing new ideas
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 $150,000 to $200,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individualโ€™s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

Please direct all resume submissions to

QuantTalentUS@mlp.com

and reference REQ-16012 in the subject.




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