Software Engineer - Java Macro

Software Engineer - Java Macro

Millennium, a leading global investment management firm is assembling a new specialized team of engineers, quantitative developers, and data specialists to offer tactical research capabilities to its portfolio managers within our Fixed Income team. The team works jointly with portfolio managers, trading, risk and operations.

Responsibilities

• Work with portfolio management and risk teams on for rapid prototyping and tactical delivery of solutions.
• Work closely with quants, risk managers and other technologies in New York, London, and Singapore to develop multi-asset analytics, stress tests, and VaR calculations for our in-house risk platform
• Automate data retrieval and custom analytics in various delivery formats that combine internal and market data sources
• Design and build data visualizations and user interfaces to visualize data trends and facilitate custom workflows
• Partner with project managers and senior leadership team to capture analytic requirements, monitor delivery, and manage expectations
• Maintain, support, and improve capabilities as new requirements arise
• Fit into the active culture of Millennium, judged by the ability to deliver timely solutions to portfolio and risk managers within the firm.

Requirements

Preferred Requirements