Quant jobs / Millennium

Quantitative Researcher – Data Infrastructure & Signal Development

A researcher-engineer hybrid in a new systematic equities pod running intraday mean reversion and microstructure strategies. It owns the research data pipeline as well as signal development.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build ingestion and cleaning for tick and minute-bar equity data
Set up a fast Polars research environment
Develop and backtest intraday signals with regularised and tree models
Engineer order flow, spread and volume features
Model transaction costs and slippage in the backtester
Monitor live signals for decay

What they ask for

Required

3+ years in quant research or data-heavy finance roles
Python with Polars, pandas, NumPy, SciPy
Regression, time series, hypothesis testing, cross-validation
Equity microstructure familiarity
Data engineering instincts
Small-team communication

Preferred

Tick and order book analysis
Arrow and Parquet
kdb+/q
AI-assisted development tools

Education: Bachelor's or Master's in maths, statistics, physics, computer science, financial engineering or similar
Experience: 3+ years in quantitative research or data-intensive financial roles
Languages and tools: Python
kdb+/q
Markets: equities

How to prepare

Build a Parquet tick data pipeline queried with Polars
Develop an intraday mean-reversion signal with proper cost modelling
Engineer order flow imbalance and spread features
Test it with time-aware cross-validation and track decay

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Millennium’s site before applying: requirements, location and pay can change after we check them.

View the posting on Millennium’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Millennium and doesn’t handle applications.