Quant Researcher/Data Scientist - Volatility Alpha Technology
Millennium, New York, New York
The team
The Information Technology department is core to the health and growth of Millennium’s active, multi-manager business model, developing flexible, scalable technology and advanced proprietary systems that support next-generation analytical and trading capabilities.
The Volatility Alpha Development team is the core quantitative and strategy group supporting Millennium’s global volatility business. The team builds and maintains systematic options datasets, backtesting infrastructure, event volatility models, and live systematic volatility-fitting frameworks. Working at the intersection of quantitative research and real-world investment processes, the team supports Portfolio Managers across global volatility strategies.