AmbitionBox
Jobs
- Reviews
- Salaries
- Interview Questions
- About Company
- Benefits
- Jobs
- Office Photos
- Community
Add office photos
All Filters
70 Millennium Management Jobs
Portfolio Pricing and Valuation Analytics
Millennium Management
posted 4mon ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
- Daily validation and sign-off of PnL and Risks produced by the Millennium platform, with a focus on Equity portfolios.
- Interact with developers and quants to investigate and resolve
pricing, PnL or Risk issues, and to design automated controls around those. - Explain and validate the main drivers of PnL, against risks and market moves.
- Understanding the Greeks and PnL drivers, with a strong intuition of how the interaction of various parameters can affect pricing and PnL
- SOD sign-off of risks and PnL across the various systems.
- Advanced degree in a quantitative subject, such as Engineering or Maths, and at least 3 years of relevant work experience.
- Strong Analytical Skills and advanced knowledge of derivatives pricing models.
- Experience with Coding (VBA/Python, etc) preferred.
- Effective verbal and written communication skills.
- Ability to work on multiple tasks simultaneously.
Employment Type: Full Time, Permanent
Read full job descriptionMillennium Management Interview Questions & Tips
Prepare for Millennium Management roles with real interview advice
What people at Millennium Management are saying
What Millennium Management employees are saying about work life
Millennium Management Benefits
View more benefits
Compare Millennium Management with
The Blackstone Group
Citadel
Renaissance Technologies
AQR Capital Management
Man Group
D E C
Wells Fargo
JPMorgan Chase & Co.
Citicorp
American Express
UBS
State Street Corporation
BNP Paribas
Morgan Stanley
FactSet
Aon
Morningstar
Synchrony
Ocwen Financial Solutions
Northern Trust Operating Services
Similar Jobs for you
Full Stack Developer- Enterprise Risk Technology
3-7 Yrs
Bangalore / Bengaluru
Recently Viewed
SALARIES
JK Lakshmi Cement
REVIEWS
UltraTech Cement
No Reviews
COMPANY BENEFITS
UltraTech Cement
No Benefits
REVIEWS
UltraTech Cement
No Reviews
SALARIES
Man Industries
REVIEWS
UltraTech Cement
No Reviews
SALARIES
Ambuja Cements
REVIEWS
HCLTech
No Reviews
REVIEWS
UltraTech Cement
No Reviews
JOBS
The KPI Institute
No Jobs
