Quantitative Researcher
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- RatesMillennium 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 libraryWork with the business and other Quants to deliver cutting edge Rates specific pre-trade, pricing and risk analytics toolsRequirements: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 essentialStrong knowledge in at least one of the main numerical methods Monte Carlo, Finite Differences, Finite Elements.Modern C++ professional programming xsabvtc experience is preferredExperience supporting traders or portfolio managers on regular questions like pnl/risk explain and/or pre-trade analysis toolsStrong analytical and mathematical skillsStrong problem solving capabilitiesExcellence driven, detail oriented and organizedDemonstrating thoroughness and strong ownership of workSolid communication skillsRecruiter:Jamie BrimageHiring Manager:Nicolas HutchingsDepartment:Information Technology
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.
