Millennium
Quantitative Business Analyst - Equity Factor Models
$175K–$250K
New York, New York · On-site · Full-time · Posted Oct 10, 2026
- Experience
- At least 2 years of professional work experience as a business analyst or project manager within a hedge fund, asset management firm, or investment bank (post-PhD); 5+ years for Masters. At least 2 years working with software development lifecycles and Agile delivery methodologies; 5+ years for Masters.
- Education
- Advanced degree (PhD or Masters) in finance, financial engineering, mathematics, statistics, economics, physics, computer science, or another quantitative discipline.
About the job
Serves as the link between quantitative research and engineering, defining, validating, and delivering equity risk modeling and trading tools and their data integrations.
What you'll do
- Translate investment and model needs into technical requirements; manage requirements through delivery and acceptance.
- Design and oversee integration of quantitative models and datasets into trading and risk infrastructure, validating data and model outputs.
- Lead end-user testing and maintain documentation for quantitative tools and data feeds.
What they ask for
- Advanced degree (PhD or Masters) in a quantitative discipline.
- At least 2 years of business analyst or project manager experience in a hedge fund, asset management firm, or investment bank (post-PhD); 5+ years for Masters.
- At least 2 years working with software development lifecycles and Agile delivery methodologies; 5+ years for Masters.
- Knowledge of asset pricing, quantitative factor risk modeling, portfolio optimization and construction, and risk management; proficiency in Python and SQL.
Nice to have
- CFA.
- Experience with equity factor risk models, performance measurement and attribution, data quality controls, reproducible pipelines, model governance, or market data technologies.
Pay
$175,000 to $250,000 USD base salary
Tools
Python, SQL
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