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Nutanix

Quantitative Researcher, Multi-Asset

Nutanix, Berkeley, California, United States, 94709


Job Title:

Quantitative Researcher, Multi-Asset Job Description:

We are seeking a senior quantitative researcher to partner with the Senior Portfolio Manager to create alpha from various data sources for the systematic trading of global multi-asset class strategies. Location:

Berkeley, CA (open to US based candidates) Principal Responsibilities: Work alongside the Senior Portfolio Manager on building prediction and portfolio optimization pipelines. Understand the potential prediction power from data sources and identify alphas. Develop state-of-the-art ML algorithms for prediction and optimization. Perform various statistical analyses to ensure robustness. Mentor and guide junior team members. Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets. Aid in developing and extending the team’s proprietary research platform. Collaborate with the PM and the trading group in a transparent environment, engaging with the whole investment process. Stay current on state-of-the-art technologies and tools including technical libraries, computing environments, and academic research. Preferred Technical Skills: Strongly skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.). Ph.D. degree in Computer Science, Mathematics, Statistics, or related STEM field from a top-ranked University. Demonstrated knowledge of quantitative finance, mathematical modeling, statistical analysis, regression, and probability theory. Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts. Experience and success working with large and diverse datasets. Preferred Experience: 4+ years of experience working in a systematic trading environment. 4+ years of hands-on experience working with multiple vendor datasets, particularly in manipulating data (assessing, cleaning, creating features, etc.). Established alpha research pipeline with production-grade output. Strong experience in evaluating alphas with statistical methods. Experience collaborating effectively with cross-functional teams, multitasking, and adapting in a fast-paced environment. Highly Valued Relevant Experience: Experience working with big datasets. Experience working in an autonomous, fast-paced environment. Target Start Date:

April 1 (open to 12 month NCA for strong candidates) Compensation:

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

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