Quantitative Researcher

The Quantitative Researcher (multiple openings) at MPG Operations LLC in New York, NY will evaluate various datasets for price prediction, portfolio constructions, and post-trade analysis. Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasets. Work on a small, collaborative team with a focus on systematic equities trading strategies. Work alongside the Senior Portfolio Manager (SPM) on developing trading strategies with a primary focus on idea generation, data gathering, research and analysis, model implementation, and back-testing for systematic equities trading strategies. Collaborate with the SPM from engagement throughout the entire investment process. Utilize knowledge of database structures and data science to collect and clean financial-related data (vendor or self-sourced) using database architecture, data visualization, and data maintenance. Generate trade ideas and strategies that are financially sound using advanced financial tools and economic principles. Back-test quantitative models using algorithm-based simulations and optimization techniques. Conduct risk analysis to evaluate and control risks to the portfolio. Conduct post-trade analysis to understand and to improve trade strategies. Work with head of group to improve best practices and overall business strategy. Utilize programming languages such as C, C++, Java, Fortran, Python and Matlab. This position may involve work at unanticipated Millennium locations in the United States. Salary: $150,000-$200,000 per year. Minimum Requirements: Requires a Master’s degree in a related quantitative field, and 3 years as a quantitative researcher, or a related occupation. Employer will also accept a Bachelor's degree in a related quantitative field, plus 5 years as a quantitative researcher, or a related occupation. Must include 3 years of experience with each of the following: (1) mathematical modeling, numerical analysis, and statistical analysis, including linear regression, optimization, and time series analysis; (2) data processing and analysis with SQL and Pandas; (3) programming languages including C, C++, and Python; (4) automated environments, including Git and Linux; and (5) conduct independent research using data sets, including market data or alternative data sources.To apply please send resume to recruiting@mlp.com and reference job code "0439" when applying.#LI-NDI #LI-DNI #LI-DNP Minimum Salary: 150,000 Maximum Salary: 200,000 Salary Unit: Yearly