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 Information

• Job Title: Quantitative Developer
• Office Location: Baar (Switzerland, Canton of Zug)

Job Description

Quantitative 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 Responsibilities

• Partner closely with the Senior Portfolio Manager to develop data engineering and prediction tools primarily for the systematic trading of US equity options
• Develop software engineering solutions for quantitative research and trading
• Assist in designing, coding, and maintaining tools for the systematic trading infrastructure of the team
• Build and maintain robust data pipelines and databases that ingest and transform large amounts of data
• Develop processes that validate the integrity of the data
• Implementation and operation of systems to enable quantitative research, including large scale computation and serialization frameworks
• Live operation of such systems, including monitoring and proactive detection of potential problems and intervention
• Stay current on state-of-the-art technologies and tools, including technical libraries, computing environments and academic research
• Collaborate with the SPM and the trading group in a transparent environment, engaging with the whole investment process

Qualifications/Skills Required

• Master’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.