Quantitative Researcher - EQ Vol at Millennium | NY, US | Rezi

Quantitative Researcher - EQ Vol at Millennium

Quantitative Researcher - EQ Vol

Millennium · NY, US

1 weeks ago

Quantitative Researcher - EQ Vol

Millennium · NY, US

9 days ago
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About the Role

Millennium is a global investment firm focused on delivering results for investors through innovation and collaboration. The Quant Analytics team develops and maintains in-house pricing libraries and analytical tools for trading across various asset classes, including Equity Derivatives.

Responsibilities

  • Develop pricing, pre-trade analysis tools, and risk analytics for the in-house pricing library, focusing on equity derivatives.
  • Interact with Portfolio Managers and Risk Management to gather requirements, discuss modeling approaches, and methodologies for valuation and risk.
  • Collaborate with IT to deploy models into production environments.

Requirements

  • Bachelor’s degree in Computer Science or a related field.
  • 3+ years of experience as an Equity Derivatives quant or strat.
  • Good knowledge of Object-Oriented Programming, preferably C++.
  • Python experience preferred.
  • Strong analytical, mathematical, and problem-solving skills.
  • Solid communication and interpersonal skills.
  • Ability to work independently in a fast-paced environment.
  • Detail-oriented, organized, demonstrating thoroughness and strong ownership of work.
  • Experience in equity light exotics or structured products modeling preferred.

Skills

  • Object-Oriented Programming
  • C++
  • Python
  • Analytical skills
  • Mathematical skills
  • Problem-solving skills
  • Communication skills
  • Interpersonal skills

Location

  • New York

Work Type

  • Full-time

Experience Level

  • 3+ years

Education Level

  • Bachelor's degree in Computer Science or related field
  • MSc/PhD in a quantitative subject such as Quantitative Finance, Math, Physics or Engineering preferred

Salary/Compensations

  • $175,000 to $250,000

Benefits

  • Base salary
  • Discretionary performance bonus
  • Comprehensive benefits

About the Company

  • Millennium is a global, diversified alternative investment firm, founded in 1989.
  • Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors.
  • Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning.
  • With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time.
  • Discover how transformative growth accelerates impact.
  • Core to the health and growth of our business, technology at Millennium supports an active, multi-manager model that demands flexible, scalable technology and advanced proprietary systems, including the next generation of analytical and trading capabilities.
  • Within it, the Quant Analytics team builds our next-generation in-house analytics and trader support tools.
  • The team develops and maintains the in-house pricing libraries that support trading in Equity Derivatives, Fixed Income, Commodities, Credit and FX, in a dynamic, fast-paced environment with excellent growth opportunities.