Team Lead, Senior Quant Developer - Equities PM Tools, Quant Strategies
We are looking for a Senior Engineer/Quant Developer to manage a small quant development team focused on building systems and portfolio analytics for MLP's Quantitative Equities Strategy. The qualified and successful candidate will have an opportunity to work closely with experienced business heads to better understand how a quant strategies business is run and how impactful decisions are made at the portfolio level.
Key Responsibilities:
Work directly with senior quant management at the firm, capturing requirements, monitoring delivery, and managing deliverablesLeading a small team of developers, working with quant management, technology, and risk teams to build and maintain our proprietary portfolio analytics dashboard applicationLead the development and evolution of a robust data pipeline involving databases, parquet file stores, and memory caches.Assist in the development of a centralized quantitative signal databaseSkills Required:
10+ years of front office software development or quant development experience, ideally partnering with fully systematic PMs and/or TradersStrong knowledge of Python, especially Dash, Pandas, Numpy for building dashboards and data oriented processing5+ years of experience with portfolio performance analytics and statistical techniques, namely volatility and sharpe ratioStrong SQL and database experience, particularly with MS SQL Server, Postgres and RDBMSFamiliarity with data pipeline engineering, ETL for large datasets, and scheduling tools like AirflowUnderstanding of typical software development lifecycle and familiarity with: Linux, Github, CI/CD2+ years managing software engineers or quant developersA degree in computer science, math, statistics, or operations researchBeneficial Skills and Experience:
Understanding of multi-factor risk models and performance attributionSpecific product knowledge in one or more of the following: equities, futures, options, FX, ratesMasters in Financial EngineeringObject-oriented programming in C++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.
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