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About the Role
The Quantitative Researcher will research, improve, and implement market-impact models across equities and other asset classes. This role involves estimating market impact using real-world data, developing research frameworks, and partnering with trading and engineering stakeholders to integrate models into the portfolio construction process.
Responsibilities
- Research, improve, and implement market-impact models across equities and other asset classes, drawing on current academic research and practical market experience
- Estimate market impact using real-world data, addressing data biases, endogeneity, causal inference, and model robustness
- Develop and enhance research, model-fitting, and analytics frameworks to support experimentation and model calibration
- Partner with trading and engineering stakeholders to integrate models into the portfolio construction process
- Communicate research findings, assumptions, and limitations clearly, translating business goals into quantitative research deliverables
Requirements
- A master’s or PhD in Physics, Mathematics, Operations Research, Statistics, Finance, Economics, Econometrics, Financial Engineering, Econophysics, or a related discipline
- Experience in quantitative research or quantitative trading, with a significant focus on market-impact research or market microstructure
- Significant experience analyzing real-world datasets and estimating market impact in practical settings
- Strong knowledge of relevant academic research and the challenges of data bias, endogeneity, causal inference, and robustness
- Excellent analytical and quantitative skills
- Strong communication and collaboration skills, with the ability to explain research outputs and limitations and align research with business objectives
Skills
- Python
- kdb+/q
Experience Level
- Quantitative research or quantitative trading experience
- Significant focus on market-impact research or market microstructure
- Significant experience analyzing real-world datasets and estimating market impact in practical settings
Education Level
- Master's or PhD in Physics, Mathematics, Operations Research, Statistics, Finance, Economics, Econometrics, Financial Engineering, Econophysics, or a related discipline
About the Company
- Millennium is a global, diversified alternative investment firm, founded in 1989.
- Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors.
- Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning.
- With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time.
- Discover how transformative growth accelerates impact.