About Millennium
Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millenniums mission is to deliver results for our investors.

Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning. With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time. Discover how transformative growth accelerates impact.

Meet the Team
Core to the health and growth of Millenniums business, the Information Technology organization develops flexible, scalable technology and advanced proprietary systems, including the next generation of analytical and trading capabilities. The team partners with portfolio risk research and technology groups to develop and enhance risk and performance platforms that support equity risk modeling, investment analytics, and trading tools.

What You'll Do

Partner with quantitative research and software engineering teams to translate model specifications and investment strategies into clear technical requirements
Manage the end-to-end requirements lifecycle for equity risk modeling and trading tools
Design and oversee the integration of quantitative models and datasets into existing trading and risk infrastructure
Perform data analysis and prototyping to validate model inputs and outputs and maintain data integrity across the research pipeline
Develop and maintain functional specifications, model logic documentation, data dictionaries, and documentation for quantitative tools and data feeds
Conduct end-user testing and feature validation to confirm solutions align with the mathematical and business intent of investment professionals and portfolio research teams
Conduct discovery to understand the nuances of specific asset classes and emerging technologies relevant to fundamental and quantitative investing

What You Bring

Two to five years of sell-side experience
At least two years of experience working with software development lifecycles and Agile methodologies
Strong understanding of asset pricing and quantitative factor risk modeling workflows, including portfolio optimization, portfolio construction, and risk management fundamentals
Experience working directly with portfolio researchers and software engineers
Strong SQL and Python skills for data analysis and prototyping
Experience using JIRA and Confluence
Excellent written and verbal communication skills, with the ability to convey complex mathematical concepts clearly to technical and nontechnical stakeholders
Strong analytical and problem-solving skills, with the ability to convert abstract quantitative challenges into actionable technical specifications and an interest in scaling quantitative analytics across portfolio research and enterprise risk platforms