About the Role
Millennium seeks a Quantitative Developer/Researcher to join their Treasury team. This role involves conducting in-depth analysis of margin calculations, partnering with business management and technology teams to enhance the quantitative research framework, and optimizing stress cash models. The position requires applying strong Python expertise to develop, test, and deploy quantitative models and analytics, translating research into practical tools, and taking ownership of delivery timelines for Treasury applications.
Responsibilities
- Conduct in-depth analysis of margin calculations across fixed income and equities.
- Partner with Treasury, FIC business management, quant developers, and technology teams to build and enhance the quantitative research framework and library.
- Optimize, enhance, and maintain stress cash models.
- Apply strong Python expertise to develop, test, and deploy quantitative models and analytics.
- Translate quantitative research into practical tools and model enhancements that support business performance.
- Work closely with a global team of quants across London, Geneva, New York, and Tel Aviv.
- Take ownership of delivery timelines for Treasury applications and projects, including hands-on development and supporting documentation.
Requirements
- Substantial prior professional experience using Python for quantitative analysis.
- Substantial experience in equities or fixed income quantitative analysis, ideally within Treasury or prime financing.
- Strong analytical and statistical capabilities, supported by solid domain knowledge.
- Experience developing and implementing quantitative models in a production-oriented environment.
- Ability to work effectively in a collaborative, team-oriented setting.
- Clear written and verbal communication skills.
- A motivated, adaptable approach and the drive to perform in a high-performing financial environment.
Skills
- Python
- Quantitative analysis
- Equities
- Fixed income
- Treasury
- Prime financing
- Analytical capabilities
- Statistical capabilities
- Model development
- Model implementation
- Collaboration
- Communication skills
Location
- London
- Geneva
- New York
- Tel Aviv
Work Type
- Full-time
Experience Level
- Substantial prior professional experience
About the Company
- Millennium is a global, diversified alternative investment firm, founded in 1989.
- Millennium’s mission is to deliver results for our investors.
- Millennium’s Information Technology organization builds and supports the flexible, scalable technology and proprietary systems that power the firm’s active, multi-manager platform.
- This team works at the intersection of quantitative research, analytics, and trader support, partnering closely across global offices to enhance next-generation tools, strengthen core modeling capabilities, and support innovation across the firm’s treasury and financing environment.
