Software Engineer - Risk Software Engineer - Risk …

Millennium Management
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
Millennium Management
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
Software Engineer - Risk
Software Engineer - Risk

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 Risk Technology team to build our next generation in-house risk tools. This team will sit under the Risk Technology group and will develop and maintain the in-house VaR systems to support risk management and trading in Equities, Fixed Income, Commodities, Credit and FX business at Millennium. Risk Technology provides a dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities:
  • Work closely with quants, risk managers and other technologies in New York, London and Singapore to develop multi-asset analytics, stress and VaR for our in-house risk platform


Mandatory Requirements:
  • Strong analytical skills
  • Strong problem solving capabilities
  • Three to Five years of development experience with Python (pandas/numpy, etc.) or C++/Java
  • Solid communication skills
  • Able to work independently in a fast-paced environment
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work
  • Experience working in a production environment
  • BA or Master in computer science or any other scientific fields


Preferred Requirements:
  • Experience with financial mathematics and statistics
  • Experience with larger commercial risk vendors ( MSCI - Barra/RiskMetrics, Axioma, etc. )
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