Job Description

Python Developer - Equity Factor Model
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

Work with portfolio research team on the development and integration of new analytics models into the firm's delivery platforms Build the infrastructure required for optimal extraction, transformation, and loading of data from a wide variety of data sources Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc Support and run processes for equity portfolio research and risk management

Mandatory Requirements

Candidate must have a minimum of 4 years of professional software engineering experience ideally at a top tier technology/ fintech companies. Advanced Python programming (must have 3+ years of professional development experience on topics like OOP etc.). Advanced working knowledge of SQL ; 3+ years of professional development experience. Understanding of data engineering pipelines and how to manage and improve them Strong working knowledge of software design including algorithms and object oriented design Experience working in Linux environment. Exposure to production environment with continuous integration/deployment tools i.e. github, teamcity etc. Bias towards action and an attitude of extreme ownership.

Preferred Requirements

Experience with financial markets and statistics Experience in R programming language Experience with distributed computing and system design. * Experience developing solutions in cloud infrastructure (particularly AWS)