Quantitative Researcher - Commodities

Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

Primary Responsibilities

• Build fundamental models related to different energy commodities.

• Combine domain and analytical knowledge to analyze different fundamental datasets and model using statistical/ econometrics/ machine learning techniques.

• Collaborate with traders, quant developers & tech to build different parts of quant research framework and library.

Required Skillset

• Prior quant research/ data science experience with at least one commodity.

• Solid experience with different stages of model building like Data Transformation, EDA, model building and evaluation.

• Strong analytical and statistical skillset with solid domain understanding.

• Strong Python Fundamentals knowledge (for data science) and SQL/ Database experience.

• Able to work with multiple stakeholders with high level requirements.