Quantitative Modeler – Equity Derivatives

Millennium 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 expanding our Quant Analytics team working on our in-house analytics and trader support tools. This team develops and maintains the in-house pricing libraries to support trading in Equity Derivatives, Fixed Income, Commodities, Credit, and FX business at Millennium. Our environment is dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities:

• Work closely with Quants globally to develop pricing, pre-trade analysis tools and risk analytics for our in-house pricing library, focusing on equity derivatives
• Interact with Portfolio Managers and Risk Management to gather requirements, discuss modelling approaches and methodologies for valuation and risk
• Collaborate with Technology teams to deploy the models into production environments

Mandatory Requirements:

• MSc/PhD level education in a quantitative subject – such as Quantitative Finance or Maths/Physics/Engineering
• Previous experience as a Quant or Strat (ideally on Equity Derivatives)
• Good knowledge of Object-Oriented Programming, preferably C++
• Strong analytical and mathematical skills
• Good problem-solving capabilities
• Solid communication and inter-personal skills
• Able to work independently in a fast-paced environment.
• Detail oriented, organized, demonstrating thoroughness and strong ownership of work

Preferred Requirements:

• Experience on Exotics Derivatives modeling
• Knowledge of models on other asset classes (e.g. Rates or FX)