Quantitative Researcher, Quantitative Strategies

Quantitative Researcher, Quantitative StrategiesPlease direct all resume submissions to View email address on click.appcast.io reference REQ-29446 in the subject.Job Description We are seeking a Quantitative Researcher to join a small, collaborative team focused on systematic equity strategies. This role offers the opportunity to contribute across the full research lifecycle, including idea generation, data sourcing, signal development, model implementation, backtesting, and live strategy refinement, with forecasting horizons spanning intraday to several weeks.LocationNew YorkPrincipal ResponsibilitiesPartner closely with the SPM and team on alpha research for systematic equity strategiesGenerate and test new ideas using financial intuition, statistical learning, and large, diverse datasetsIntegrate Agentic AI workflows where they can improve productivity, model development, or operational robustnessSource, clean, and analyze alternative, fundamental, and market microstructure dataBuild predictive models and contribute to signal combination, portfolio implementation, and ongoing model refinementWork in a transparent, collaborative environment with exposure to the broader investment processPreferred Technical SkillsBachelor’s, Master’s, or PhD in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, or a related STEM disciplineStrong Python skills; experience building research tools or production-quality research infrastructure is highly desirableExperience developing systematic equity or statistical arbitrage alphas, including intraday rebalancing of multi-day horizon signalsExperience working with alternative, fundamental, and exchange / market microstructure dataPractical experience applying LLMs or modern ML techniques to research workflows, signal generation, or dataset creation is highly desirablePreferred ExperienceMinimum 3 years of experience in quantitative research focused on systematic equitiesStrong preference for candidates from quantitative trading teams, though we are open to strong quantitative candidates from discretionary environmentsHighly Valued Relevant ExperienceExperience combining heterogeneous signals across multiple data types and horizonsExperience building custom or proprietary datasetsExperience with sector-specific equity researchExperience contributing to live trading strategy development in a small-team environmentTarget Start DateASAP, though we will wait up to 12 months for an exceptional candidateMillennium offers a total compensation package which includes a base salary, discretionary performance bonus, and comprehensive benefits. 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.Recruiter:Brian KimmelHiring Manager:Dember GiraldezDepartment:Trading