Millennium is seeking a Quantitative Researcher focused on Market Impact Modeling to advance models across equities and other asset classes. You will estimate market impact using real-world data, addressing biases and endogeneity, and improve analytics for model calibration.
You will collaborate with trading and engineering to integrate models into portfolio construction and communicate findings clearly. A master’s or PhD in a quantitative field is required, with strong Python and kdb+/q skills.
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Quantitative Market-Impact Researcher employer: Millennium Management LLC
Millennium is an exceptional employer, offering a dynamic work culture that fosters both independence and collaboration. Located in London, the firm provides its employees with ample opportunities for professional growth and development, particularly in the fast-paced world of equity derivatives. With a commitment to innovation and continuous learning, Millennium empowers its team members to make a meaningful impact while enjoying the benefits of a supportive global network.
