Quantitative Researcher - Execution Services

Quantitative Researcher - Execution Services

3 weeks ago Be among the first 25 applicants

The Central Liquidity Strategies (CLS) business manages a number of portfolios and products designed to optimize the firm’s trading and execution approach by providing internal liquidity solutions for portfolio managers on both a risk and agency basis.

We are seeking an Alpha Researcher with experience in return / toxicity forecasting as it relates to market-making business offering pricing on larger blocks of equities either via outright risk pricing or other product structures.

Principal Responsibilities

• Modelling : Design and develop models to assist in alpha generation. Areas include :
• Automated evaluation of signal performance over time and feature engineering techniques to drive improvements.
• Combination of multiple signals to produce a single useable alpha for different contexts and attribution of performance.
• Robust estimation of key metrics such as signal correlations, decay, turnover and risk.
• Rigorous Grounding : Given inherent complexity and high dimensionality, employ methods to avoid overfitting and poor OOS performance based on sound statistical reasoning.
• Collaboration : Work with team members to decide the overall direction, design, and architecture of the platform, and collaborate with key stakeholders across the business.

Qualifications / Skills Required

The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. 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.

Seniority level

Seniority level

Mid-Senior level

Employment type

Employment type

Full-time

Job function

Job function

Finance and Sales

Industries

Investment Management

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