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Senior Quantitative Researcher - Market Impact | London, UK

Millennium Management LLC
London
1 week ago
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Senior Quantitative Researcher - Market Impact

Millennium Management LLC, London, United Kingdom

We are seeking a Senior Quantitative Researcher focused on market impact modelling. The ideal candidate will have significant academic and practical experience in this area, with a strong awareness of the latest research, and experience in fitting models to real-world data, addressing challenges such as data biases.

Principal Responsibilities

  • Research the applicability of various market impact models to different business flows.
  • Develop tools and analytics for model fitting and calibration.
  • Collaborate with portfolio managers and traders to integrate models into portfolio construction.
  • Explore models applicable to asset classes beyond equities.

Qualifications and Skills

  • Bachelor's degree in Mathematics, Statistics, Physics, Finance, Economics, Econometrics, Financial Engineering, Operations Research, or related fields.
  • At least 3 years of experience in quantitative research or trading, focusing on market impact modeling.
  • Strong analytical and quantitative skills.
  • Excellent communication skills and ability to work in a team.
  • Proficiency in Python and KDB for research and analysis.


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