Senior Quantitative Analyst - Quantitative Investment Team

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Millennium Global Investments Ltd
  • 13 Aug 18 2018-08-13

Millennium Global Investments Limited - London SW1Y Millennium Global is an independent institutional currency investment manager with c.USD 18 billion in assets under management and a 20+ year track record. We provide a range of institutional currency management investment solutions, from risk management (passive and dynamic hedging) to return-seeking programmes (active overlay and alpha) and have a well-established team with a bespoke platform infrastructure.

The Quantitative Investment at Millennium Global is responsible for developing customised currency investment and risk-overlay solutions that meet the requirements of institutional clients. These solutions are based on systematic investment models and encompass dynamic hedging, alpha, advanced option replication and tail-risk minimisation.

As a member of our Quantitative Investment team, the Senior Quantitative Analyst will contribute to systematic research, the design and development of bespoke investment solutions as well as interact closely with business heads and clients providing quant-informed expertise.

Specific responsibilities will include:

  • Contributing to improvement and implementation of systematic investment and machine learning models that drive dynamic hedging, alpha and advanced option replication and tail-risk strategies.
  • Prototyping, testing and implementing in Python quantitative methods
  • Documenting risk-driven and alpha-driven systematic algorithms using statistical, stochastic, optimisation and/or machine learning frameworks
  • Run performance and signal simulations for clients and prospects

The Quantitative Investment team is particularly keen to develop a creative environment combining advanced technical skills (applied mathematics, machine learning, Python coding) and strong collaborative and team values.

ESSENTIAL REQUIREMENTS

  • Extensive quantitative research experience and academic knowledge as well as strong interest in macroeconomics and econometrics
  • Deep analytical skills and ability to form and hold independent opinions
  • Fluency and strong appetite for quant-programming environments: Python
  • Ability and desire to work in a versatile team with broad responsibilities from systematic research to clients' presentations
  • Excellent communication skills

Closing date for applications 08 September 2018