Software Engineer - Python
Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Technology Team, which is responsible for designing and developing equity portfolio analytics framework, including MSCI Barra equity factor risk models.
Principal Responsibilities
Build expertise in Barra and proprietary factor risk modelsArchitect and build big data infrastructure with the goal of an automated portfolio research environmentIdentify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc.Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platformsPerform extensive back-testing of existing and new risk factor modelsSupport and run processes for risk management and equity portfolio researchRequired Skills