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Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Research Technology Team, which is responsible for designing and developing equity portfolio analytics framework, including MSCI Barra equity factor risk models.
Principal Responsibilities
Build expertise in Barra and proprietary factor risk models
Build the infrastructure required for optimal extraction, transformation, and loading of data from a wide variety of data sources using SQL and ‘big data’ technologies
Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.
Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platforms
Perform extensive back-testing of existing and new risk factor models
Support and run processes for risk management and equity portfolio research
Qualifications/Skills Required
Candidates must have a minimum of 5 years of software development experience in finance or top-tier technology companies.
Broad understanding of equities markets and portfolio construction
Strong working knowledge of software design including algorithms and object oriented design
Strong working knowledge of statistics
Advanced R and Python programming (must have 5+ years of professional development experience on topics like OOP etc.). Experience in R programming language is strongly preferred
Must have hands-on experience in scaling R to Big Data
Advanced working knowledge of SQL ; minimum 5+ years of professional development experience
Experience developing solutions in ‘big data’ analytics engines (particularly Apache Spark)
Strong communication skills required as this role involved direct communication with risk management and trading
A successful candidate will be detail oriented, a quick learner and able to adapt to a dynamic high paced environment
Applicant should have a demonstrated track record of success in challenging environments
Good team player with a strong willingness to participate and help others.
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*** Semblable à l'introduction qui peut précéder toutes les descriptions de poste, une outro peut également être formatée pour la cohérence sur tous les messages