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About the Role
The successful candidate will help maintain and enhance internal system infrastructure focusing on the pricing and valuation of equity derivative products (delta1 and volatility products). The candidate will also be involved in the setup of new products, verification of pricing models, as well as the observation and analysis of P&L.
Responsibilities
- Configure internal systems and calibrate theoretical models for the proper valuations of equity derivative products and source/analyze related market data.
- Maintain, monitor, and establish new procedures and controls to support intra-day and end-of-day pricing of equity derivative products.
- Publish and sign off on the firm’s official end-of-day marks and curves.
- Monitor live and end-of-day pricing, P&L, and risks with a focus on equity derivatives.
- Break down the performance of equity-linked positions into its various components, including market movements, idiosyncratic events, trading activities, and other factors to explain performance drivers.
- Prepare performance attribution reports for senior management, highlighting primary P&L drivers and running ad-hoc detailed analysis when required.
- Serve as the primary interface for portfolio managers, resolving pricing, position, technology, risk, and security setup related issues.
- Coordinate with various departments to resolve issues for portfolio managers.
Requirements
- 2-5 years of professional experience.
- Experience from the following backgrounds preferred: Traders, Trade Support, Product Control/Valuation functions.
- Strong communication skills.
- Quick learner.
- Strong knowledge of Equity Derivative products (Options, Var/Vol Swaps, TRF/TRS, dividend swaps, equity exotics) will be a competitive advantage.
- Strong programming experience (Python, VBA, etc) preferred.
- Knowledge of Bloomberg and Reuters (and other market data sources) will be an asset.
- Experience working with technology teams in resolving issues and driving enhancements.
- Detail-oriented; demonstrates thoroughness and strong ownership of work.
- Strong communication skills and the ability to interact with Traders or Portfolio Managers as well as other teams globally.
- Strong sense of urgency with the ability to prioritize in a fast-moving, high-pressure environment.
Skills
- Equity Derivative products
- Python
- VBA
- Bloomberg
- Reuters
- Communication skills
- Detail oriented
Location
- New York
Work Type
- Full-time
Experience Level
- 2-5 years
Salary/Compensations
- $100,000 to $200,000
Benefits
- Base salary
- Discretionary performance bonus
- Comprehensive benefits package
About the Company
- Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package.