Quantitative Researcher - FX
Date:
Location: London, Greater London, GB, EC2V 8
Application deadline: T00:09:56.377
Millennium Management
Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. 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 will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.
Responsibilities:
- Work closely with Quants in London, Geneva & New York to maintain and develop our cross-asset pricing and risk library
- Work with the business and other Quants to deliver cutting edge Foreign Exchange specific pre-trade, pricing and risk analytics tools
Requirements:
- 2+ years experience in FX market modelling conventions and derivatives. Exotics preferable.
- Experience working with exotic models for single or multi-asset: Local Stochastic Volatility, Local Correlation preferable but not essential
- Strong knowledge in at least one of the main numerical methods: Monte Carlo, Finite Differences, Finite Elements.
- Modern C++ professional programming experience is preferred
- Experience supporting traders or portfolio managers on regular questions like P&L/risk explain and/or pre-trade analysis tools
- Strong analytical and mathematical skills
- Strong problem solving capabilities
- Excellence driven, detail oriented and organized
- Demonstrating thoroughness and strong ownership of work
- Solid communication skills
Hiring Manager:
Nicolas Hutchings
Department:
Information Technology
#J-18808-Ljbffr
Quantitative Researcher - FX in London employer: Millennium Management LLC
Millennium is an exceptional employer, offering a dynamic work culture that fosters both independence and collaboration. Located in London, the firm provides its employees with ample opportunities for professional growth and development, particularly in the fast-paced world of equity derivatives. With a commitment to innovation and continuous learning, Millennium empowers its team members to make a meaningful impact while enjoying the benefits of a supportive global network.
