Quantitative Researcher
BengaluruFull-time3–6 yrsPosted over a month ago
Mid-level data science role at Millennium in Bengaluru. Needs 3+ years and a PhD.
About the role
Quantitative Researcher at Millennium. Conduct quantitative research on market volatility, including volatility-surface fitting, systematic options P&L dataset generation, event-volatility analysis.
What you'll do
- Conduct quantitative research on market volatility, including volatility-surface fitting, systematic options P&L dataset generation, event-volatility analysis
- Research global systematic options markets, including single-stock versus index spreads and bespoke ETFs
- Combine financial intuition with statistical learning techniques to develop predictive models for use in the investment process
- Partner with senior portfolio managers to integrate Volatility Alpha Development datasets into investment strategies and risk-management workflows
- Contribute to prototype alpha-strategy development across the Volatility Alpha Development platform
What you need
- Machine learning
- Python
- Statistics
- MATLAB
- R
- C++
Good to have
- Capital markets
- Data visualisation
- Physics