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Enterprise Risk Modeling - Cross Asset Quant
Enterprise Risk Modeling - Cross Asset QuantMillennium Management Corp • New York, NY, United States
Enterprise Risk Modeling - Cross Asset Quant

Enterprise Risk Modeling - Cross Asset Quant

Millennium Management Corp • New York, NY, United States
13 days ago
Job type
  • Full-time
Job description

Enterprise Risk Modeling - Cross Asset Quant

Principal Responsibilities

  • Develop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiatives

Leverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets.

  • Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platform
  • Integrate and utilize AI tools (e.g., Python libraries like TensorFlow / PyTorch, AI-powered coding assistants) to enhance risk analysis, testing, and implementation.
  • Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to production
  • Qualifications / Skills Required

  • Hands on experience developing and maintaining risk and / or pricing models
  • The candidate should have a degree in a quantitative major : Computer Science, statistics, mathematics, engineering, and professional experience of 2+ years in a quantitative role in a financial organization
  • Knowledge of mathematical and statistical analytics tools : estimation of linear models, dimensionality reduction techniques e.g. Equity Factor Models, Principal Component Analysis, etc.
  • Sense of responsibility and integrity. Intellectual curiosity and entrepreneurial mindset. Willingness to work and have fun in the process.
  • Good presentation and communication skills, experience in either preparing or participating in presentation for senior management-style meetings.
  • The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

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    Enterprise Risk • New York, NY, United States

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