Vacancy Description
Software Engineer - PythonBuild expertise in Barra and proprietary factor risk models Architect and build big data infrastructure with the goal of an automated portfolio research environment Identify, design, and implement internal process improvements: automating manual processes, optimizing data pipeline, re-designing infrastructure for greater scalability, etc. Work with portfolio research team on the development and integration of new analytics models into the firm’s delivery platforms Perform extensive back-testing of existing and new risk factor models Support and run processes for risk management and equity portfolio research
Millennium is looking for an exceptional individual to join the Equity Factor Risk Model Technology Team, which is responsible for designing and developing equity portfolio analytics framework, including MSCI Barra equity factor risk models.
Principal Responsibilities
Required Skills
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