Millennium
Quantitative Specialist
$145K–$200K
New York, New York · On-site · Full-time · Posted May 28, 2026
- Experience
- 5+ years in futures systematic execution, trading, or futures quantitative research; 5+ years of KDB and Python programming experience.
- Education
- Scientific training, preferably in mathematics, computer science, or a related field.
About the job
Develops futures electronic trading capabilities and execution analysis, advises portfolio managers on execution quality, and builds processes to assess and reduce trading costs.
What you'll do
- Develop futures trading capabilities and set the product roadmap with trading, portfolio management, and technology teams.
- Build futures execution analysis and transaction cost analysis tools; assess trading costs and identify ways to improve execution.
- Research and advise portfolio managers on market structure, execution quality, slippage, and trading costs.
What they ask for
- 5+ years of experience in futures systematic execution, trading, or futures quantitative research.
- 5+ years of KDB and Python programming experience in a quantitative finance environment.
- Deep understanding of futures market structure and execution mechanics, including operational considerations.
- Experience in transaction cost analysis and its application to optimal trading and portfolio construction.
Nice to have
- Cross-asset experience across futures, equities, FX, and/or options.
- Scientific training, preferably in mathematics, computer science, or a related field.
Pay
$145k to $200k (base salary)
Tools
KDB, Python, Linux, Pandas, matplotlib
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