Quantitative Developer
Millennium Management
- Location
- Hong Kong, Hong Kong
- Work model
- On-Site
- Level
- Mid
- Posted
- 177d ago
Skills
About this role
Quantitative Developer We are searching for a Quantitative Developer to join our Central Liquidity Strategies team. This role requires intensive development across a range of languages and systems with a particular focus on implementation of new high performance quant models. The role will be at the forefront of a new APAC-led initiative spanning both execution and financing space. The Central Liquidity Strategies team operates within Core and handles analysis, optimization, routing, internalization, and more, for a large portion of our order flow. This seat will put you in touch with some of the industry’s largest equity flows in the most challenging markets.
Responsibilities
Developing across a wide breadth of applications; primary languages q/kdb+, Python Design and optimization of computationally intensive quantitative models with a particular focus on large streaming data Developing stand-alone applications, working with related teams’ codebases, as well as collaboration with other teams for design specification, e.g. required APIs Communicate all ideas, questions, and conclusions concisely and effectively Collaborate closely with researchers and traders Required skills/experience: 2-10 years of experience in related financial institutions in a development-intensive role Programming experience across both compiled and interpreted languages Scientific education, preferably degree(s) in statistics, mathematics, physics, or computer science Unix proficiency essential Familiarity with databases and experience with q/kdb+ extremely helpful but not required Experience with equity electronic trading (markets, systems, mechanics) helpful, but not necessary First-rate communication skills, written and verbal Detail oriented; demonstrates thoroughness and strong ownership of work Quick learner and able to prioritize in a fast moving, high pressure, constantly changing environment; Good sense of urgency Ability to work independently and thoughtfully Flexible teammate, with a willingness to interact and collaborate with other teams