Quantitative Researcher

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

• 3–6 yrs of experience
• Machine learning
• Python
• Statistics
• MATLAB
• R
• C++
• PhD

Good to have

• Capital markets
• Data visualisation
• Physics