Commodities Quantitative Researcher, Systematic Global Macro

Please direct all resume submissions to E-Mail schreiben and reference REQ-18098 in the subject.

Millennium is a top tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns.

A small, collaborative, and entrepreneurial systematic investment team is seeking a strong commodities quantitative researcher to join in developing new signals and strategies. This opportunity provides a dynamic and fast-paced environment with excellent opportunities for career growth.

Job Description

Quantitative Researcher as part of a small, collaborative systematic global macro team with a focus on applying cutting edge techniques to strategies across the commodities, fixed income, and FX space.

Location

Flexible, with slight preference for Switzerland

Principal Responsibilities

• Identify and onboard new global markets and datasets


• Analyze and manipulate large and diverse data sets for idea generation and alpha research with a focus on the commodities space


• Research and develop signals, leveraging a variety of market and fundamental datasets, to be deployed in systematic trading strategies


• Collaborate with the Senior Portfolio Manager and team in a transparent environment, engaging with the whole investment process from idea generation through execution with a focus on the Global Commodities space

Preferred Technical Skills

• Strongly skilled in Python


• Experience programming in C is a plus


• Bachelor, Master’s, or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics or related STEM field


• Excellent communication, analytical, and problem-solving skills

Preferred Experience

• 2-4 years of experience working in a quantitative research capacity with a focus on Ags, Energy, Metals, Fixed Income, FX, or Equity Index strategies


• Experience working with large and diverse data sets, specifically data sets associated with the commodity markets


• Commodities market experience modeling futures curves and/or cross-market relationships

Highly Valued Relevant Experience

• Experience in quantitative, econometrics, asset pricing, or macro sub-fields


• Experience with machine learning, statistical techniques and related libraries

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $100,000 to $200,000, which is specific to New York and may change in the future. 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.