At a Glance
- Tasks: Collaborate with global teams to develop cutting-edge pricing and risk analytics tools.
- Company: Top-tier global hedge fund focused on innovation in technology and data science.
- Benefits: Dynamic environment with excellent growth opportunities and competitive compensation.
- Other info: Work closely with experts across major financial hubs like London, Geneva, and New York.
- Why this job: Join a fast-paced team and make an impact in the FX market.
- Qualifications: 2+ years in FX market modelling, strong analytical skills, and C++ programming experience.
The predicted salary is between 54000 - 66000 £ per year.
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 pnl/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.
Quantitative Analyst - Credit Trading in London employer: Millennium Management
Millennium is an exceptional employer that fosters a culture of innovation and collaboration, empowering employees to take ownership of their ideas while providing robust support through a global network. With a strong focus on professional development and continuous learning, the company offers unique opportunities for growth within the dynamic field of international operations, making it an ideal place for those seeking meaningful and impactful careers in the financial markets.
