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76 Millennium Management Jobs
Portfolio Pricing and Valuation Analytics
Millennium Management
posted 4mon ago
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Fixed 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.
Qualifications, Skills and Requirements
- 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
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based on 37 employees
Strict timing
Monday to Friday
Within city
Day Shift
Millennium Management Benefits
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