Quantitative Analyst

The Quantitative Analyst (multiple openings) at MPG Operations LLC in New York, NY will develop and maintain core pricing and risk systems for the trading business. Create and implement quantitative models and algorithms by leveraging a wide variety of mathematical and computer science tools to support the trading business.

Develop and maintain real-time trading tools and build research models for analytics and back-testing trading strategies. Design data visualization and user interface tools to analyze results. Automate trading workflow utilizing machine learning.

Utilize C/C++, Java, and C# programming languages as well as Python, MATLAB, and R scripting languages. The position may involve work at unanticipated Millennium locations in the United States. Salary: $150,000 to $200,000.per year.

Minimum Requirements: Requires a Master’s degree in Financial Engineering, Computational Finance, or a related quantitative field, plus 1 year of professional experience as a quantitative analyst, or a related occupation, in the financial or investment industry. Must include 1 year of experience with each of the following: (1) object-oriented programming in C++, Python, and C#; (2) VBA in excel add-in modules; (3) Python packages, including Numpy, Pandas, Matplotlib, or SQLAlchemy; (4) SQL-based database management; (5) portfolio analysis, including historical Value-at-Risk and factor exposure analysis; (6) portfolio optimization procedures, including objective construction, numerical solution, and constraint modeling; (7) version control tools, including Github; (8) code optimization with algorithm refactoring and multithreading; (9) times series modeling of realized volatility; and (10) implied volatility modeling of equity derivatives.To apply please send resume to recruitingmlp.com and reference job code "0352" when applying.LI-NDI LI-DNI LI-DNP Minimum Salary: 150,000 Maximum Salary: 200,000 Salary Unit: Yearly