At a Glance
- Tasks: Collaborate with global teams to develop cutting-edge pricing and risk analytics tools.
- Company: Top-tier global hedge fund committed to innovation in technology and data science.
- Benefits: Dynamic environment with excellent growth opportunities and a focus on professional development.
- Other info: Work with talented professionals across major financial hubs.
- Why this job: Join a fast-paced team and make a real impact in the finance industry.
- Qualifications: Experience in pricing models and strong analytical skills required.
The predicted salary is between 63000 - 77000 £ 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 Rates specific pre-trade, pricing and risk analytics tools.
Requirements:
- Previous experience with developing pricing/valuation models for Linear Rates, including interest rate curve construction, Inflation modelling, derivative instrument pricing, is required.
- Experience working with FX products, including vanillas and exotics, is 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 Researcher - Rates in Vauxhall 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.
