Quantitative Market-Impact Researcher
Posted 5 days 22 hours ago by Millennium Management LLC
Permanent
Full Time
Research Jobs
London, United Kingdom
Job Description
Millennium is seeking a Quantitative Researcher focused on Market Impact Modeling to advance models across equities and other asset classes. You will estimate market impact using real-world data, addressing biases and endogeneity, and improve analytics for model calibration.
You will collaborate with trading and engineering to integrate models into portfolio construction and communicate findings clearly. A master's or PhD in a quantitative field is required, with strong Python and kdb+/q skills.