Portfolio Pricing And Valuation Analytics

Portfolio Pricing and Valuation Analytics

Who We Are

Millennium Management is a global investment management firm founded in 1989 that manages approximately $69 billion in assets. Millennium has more than 2,300 employees with offices in the United States, Europe and Asia. Over the last 25+ years, our mission has remained constant: to deliver the alternative investment industry's highest quality returns to our investors, and to maintain a commitment to our principles of integrity, discipline and excellence.

Job Responsibilities
Daily validation and sign-off of PnL and Risks produced by the Millennium platform, with a focus on Equity portfolios.

Interact with developers and quants to investigate and resolve
pricing, PnL or Risk issues, and to design automated controls around those.

Explain and validate the main drivers of PnL, against risks and market moves.

Understanding the Greeks and PnL drivers, with a strong intuition of how the interaction of various parameters can affect pricing and PnL

SOD sign-off of risks and PnL across the various systems.

Qualifications, Skills and Requirements
Advanced degree in a quantitative subject, such as Engineering or Maths, and at least 3 years of relevant work experience.

Strong Analytical Skills and advanced knowledge of derivatives pricing models.

Experience with Coding (VBA/Python, etc) preferred.

Effective verbal and written communication skills.

Ability to work on multiple tasks simultaneously.