Quantitative Market-Impact Researcher

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.