Quantitative Analyst – Quantitative Investments Team

  • Competitive
  • Paris, Ile-de-France, France
  • Permanent, Full time
  • Millennium Global Investments Ltd
  • 20 Feb 19

Millennium Global is an independent institutional currency investment manager with c.USD 20 billion in assets under management and a 20+ year track record and is in the final processes of setting up a Paris entity (Millennium Global (Europe) SAS We provide a range of institutional currency management investment solutions, from risk management (passive and dynamic hedging) to return-seeking programmes (active overlay and alpha) and have a well-established team with a bespoke platform infrastructure.

The Quantitative Investments Team (QIT) at Millennium Global is responsible for developing customised currency investment and risk-overlay solutions that meet the requirements of institutional clients.  These solutions are based on systematic investment models and encompass dynamic hedging, alpha, advanced option replication and tail-risk minimisation.

The Quantitative Analyst will be based in Paris and will contribute to systematic research and to the design and development of bespoke investment solutions working closely with the Millennium Global London Office.

Specific responsibilities will include:

  • Contributing to improvement and implementation of systematic investment models that drive dynamic hedging, alpha and advanced option replication and tail-risk strategies.
  • Prototyping, testing and implementing in Python
  • Development of web applications with knowledge of Java script and/or React
  • Exposure to the development of analytical tools
  • Documenting risk-driven and alpha-driven systematic algorithms using statistical, stochastic, optimisation and/or machine learning frameworks  
  • Run performance and signal simulations for clients and prospects
  • Contribute to the design and messaging of investment solutions presentations for different audiences

The quantitative investments team has a fully collaborative approach, applying agile project management to systematic research projects.  QIT is particularly keen to develop a creative team environment combining advanced technical skills (applied mathematics, machine learning, Python coding) and emotional intelligence, agility and mindfulness to create a productive and cooperative thinking environment.