Quantitative Researcher, Multi-Asset
Millennium - San Francisco, CA
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Join to apply for the Quantitative Researcher, Multi-Asset role at MillenniumJoin to apply for the Quantitative Researcher, Multi-Asset role at MillenniumJob DescriptionWe 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.Quantitative Researcher, Multi-AssetJob DescriptionWe 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.LocationBerkeley, CA (open to US based candidates)Principal ResponsibilitiesWork alongside the Senior Portfolio Manager on building prediction and portfolio optimization pipelines:Understand the potential prediction power from data source and identify alphasDevelop state-of-the-art ML algorithms for prediction and optimizationPerforming various statistical analysis to ensure the robustnessMentor and guide junior team membersCombine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of datasetsAid in developing and extending the team’s proprietary research platformCollaborate with the PM and the trading group in a transparent environment, engaging with the whole investment processStay current on state-of-the-art technologies and tools including technical libraries, computing environments and academic researchPreferred Technical SkillsStrongly skilled in Python and R (Pandas, NumPy, TensorFlow, PyTorch, etc.)Ph.D. degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked UniversityDemonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theoryExcellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex conceptsExperience and success working with large and diverse data setsPreferred Experience4+ years of experience working in a systematic trading environment4+ years of hands-on experience working with multiple vendor data sets and, in particular, manipulating data (assessing, cleaning, creating features, etc.)Established alpha research pipeline with production grade outputStrong experience in evaluating alphas with statistical methodsExperience collaborating effectively with cross functional teams, multitasking and adapting in a fast-paced environmentHighly Valued Relevant ExperienceExperience working with big data setsExperience working in an autonomous, fast-paced environmentTarget Start DateApril 1 (open to 12 month NCA for strong candidates)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.Seniority levelSeniority levelMid-Senior levelEmployment typeEmployment typeFull-timeJob functionJob functionFinance and SalesIndustriesInvestment ManagementReferrals increase your chances of interviewing at Millennium by 2xGet notified about new Quantitative Researcher jobs in San Francisco, CA.Quantitative Systems Researcher, Associate / VPSan Francisco, CA $320,000.00-$425,000.00 2 weeks agoUX Quantitative Researcher, Search Verticals and TranslateSan Francisco, CA $129,000.00-$185,000.00 5 days agoResearch Associate, Quantitative Developmental Biology (Jacobo Group - Biohub SF)Quantitative Analyst-FSRM-QAS-Banking Book-FSO-Mgr-Multiple Positions-1622485Geospatial Data Scientist (Research Fellow or Part-time Consultant)San Francisco, CA $40.00-$80.00 1 month agoGeospatial Data Scientist (Research Fellow or Part-time Consultant)Marketing Insights Researcher - Reality LabsSouth San Francisco, CA $95,000.00-$120,000.00 3 weeks agoSan Francisco, CA $163,000.00-$226,000.00 2 weeks agoSan Francisco, CA $152,000.00-$190,000.00 2 days agoUnited States $138,000.00-$192,000.00 1 week agoSouth San Francisco, CA $95,000.00-$120,000.00 3 weeks agoSenior Quantitative User Experience Researcher (Frontend) (Bangkok-based, Relocation provided)Principal Quantitative User Experience Researcher (Frontend) (Bangkok-based, Relocation provided)Burlingame, CA $163,000.00-$226,000.00 11 hours agoSan Francisco, CA $182,000.00-$215,000.00 4 months agoSan Francisco, CA $182,000.00-$215,000.00 1 day agoRedwood City, CA $89,000.00-$151,000.00 5 days agoData Scientist, Algorithms - Primetime PricingSenior Data Scientist, Algorithms - Primetime PricingSan Francisco County, CA $148,000.00-$185,000.00 2 weeks agoSenior Data Scientist, Decisions, Rider SegmentSan Francisco, CA $150,000.00-$200,000.00 2 weeks agoWe’re unlocking community knowledge in a new way. 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Created: 2025-09-17