Quant Strategist - Portfolio Manager Support

Quant Strategist - Portfolio Manager Support

We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and the role will be focused on providing support to Portfolio Managers.

The in-house pricing libraries support trading in Fixed Income, Commodities, Credit, and FX businesses at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities:

• Support our EMEA / US based Portfolio Managers that are using the new pricing library and help them building out the solution and tools they need whether in python or excel, as well as answering any question they may have.

• Help on-boarding of new Portfolio Managers to the platform

• Work closely with a global team of quants in London, New York, and Geneva

• Enhancing Examples & providing documentation where required

Requirements:

• At least 2+ years of experience working with a pricing library for either Rates or FX analytics

• Rates analytics experience:

• Good experience and understanding of Curve construction

• Experience with linear and volatility (vol) products for develop markets such as bonds, swaps, and swaptions

• Excellent knowledge of FX markets conventions

• Experience with FX analytics and vols

• Masters/PhD (or equivalent) in STEM subject

• Good analytical and mathematical skills

• Strong python and Excel experience.

• Strong communication skills

Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.