Software Engineer - Risk
Software Engineer - Risk
Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Risk Technology team to build our next generation in-house risk tools. This team will sit under the Risk Technology group and will develop and maintain the in-house VaR systems to support risk management and trading in Equities, Fixed Income, Commodities, Credit and FX business at Millennium. Risk Technology provides a dynamic and fast-paced environment with excellent growth opportunities.
Responsibilities:
- Work closely with quants, risk managers and other technologies in New York, London and Singapore to develop multi-asset analytics, stress and VaR for our in-house risk platform
Mandatory Requirements:
- Strong analytical skills
- Strong problem solving capabilities
- Three to Five years of development experience with Python (pandas/numpy, etc.) or C++/Java
- Solid communication skills
- Able to work independently in a fast-paced environment
- Detail oriented, organized, demonstrating thoroughness and strong ownership of work
- Experience working in a production environment
- BA or Master in computer science or any other scientific fields
Preferred Requirements:
- Experience with financial mathematics and statistics
- Experience with larger commercial risk vendors ( MSCI - Barra/RiskMetrics, Axioma, etc. )
