Quantitative Risk Analyst - Commodities

Quantitative Risk Analyst – Commodities page is loaded## Quantitative Risk Analyst – Commoditieslocations: London – 10 Old Burlington Streettime type: Full timeposted on: Posted 25 Days Agojob requisition id: REQ-25569Quantitative Risk Analyst – CommoditiesMillennium Partners is a multi-strategy hedge fund investing in a broad range of asset types including: Equities, Commodities, and Fixed Income products.The firm is looking to recruit a Quantitative Risk Analyst in the Risk Management team in charge of covering the fund’s Global Commodities & Quant Futures/FX strategies.**General Information*** Hiring Department/Group: Risk Management* Job Title: Quant Risk Analyst/ Manager (dependent on years of experience)* Office Location: London**Job Function Summary**The Quant Risk Analyst will help analyze & monitor the Millennium’s Commodities risk, build quantitative models for performance & risk analysis, and participate in the implementation of add-hoc simulation models for risk measurement (e.g. VaR improvement, scenario analysis etc.).**Principal Responsibilities*** Build data analysis models to identify patterns in portfolio managers performance and highlight top pnl and risk drivers (eg factor models, risk decomposition)* Design and implementation of risk and scenario GUI / visualization tools (dashboards).* Development of option pricing & volatility models in partnership with the Quant Technology team* Handling of large data sets, use of machine learning techniques to enhance traditional risk measures.* The role with collaborate with risk managers across asset classes as well as various technology and data teams within the firm, capturing requirements, and monitoring delivery.* Regular interaction with portfolio managers across Europe and Asia.**Qualifications/Skills Required*** Masters or PhD level training in quantitative field, e.g. Engineering, Computer science, Mathematics or Physics* Min 3 yrs professional experience in Trading, Structuring, Risk or Quant role, in Financial institution, Fintech, Trading house, or Commodities house.* Strong coding skills required: Python, proficiency in data science stack (Pandas, scikit-learn or equivalent), SQL. Familiarity with GUI development (Dash, Panel or equivalent).* Experience designing, developing and deploying trading tools and GUIs and at least one of the following: risk models, option pricers, alpha signals, portfolio optimizers, trading algorithms.* Experience in an alpha research, portfolio optimization, Commodities or Trading environment is a plus.* Candidate will need to fit into the active culture of Millennium, judged by the ability to deliver timely solutions to risk management issues within the firm.* Entrepreneurial inclination: ability to work alone and act as a project manager.* Strong communication skills both written and verbal.* Good team player – one who is able to prioritize in a fast moving, high pressure, constantly changing environment.* Ability to work with Portfolio Managers and foster collaborative relationships. #J-18808-Ljbffr