
Product Engineer – Equity Volatility
at Millennium
Posted 4 hours ago
No clicks
- Compensation
- Not specified
- City
- Not specified
- Country
- Not specified
Currency: Not specified
Join a team building and maintaining a real-time equity derivatives pricing and risk system, focusing on equity volatility fitting and ensuring accurate market data representation. The role involves hands-on development and support, troubleshooting pricing, risk, static and market data issues, and collaborating with traders, risk managers and middle office stakeholders.
The successful candidate will join a team that designs and develops a real-time equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. Must have good understanding of pricing and risk functionalities of a trading system. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment is a must.
Principal Responsibilities:
- Monitor and maintain equity vol fitting processes to ensure accurate and up-to-date market data representation
- Maintain an Equity Derivatives Real-time Pricing and Risk System
- Analyze and solve issues with static data, market data, pricing, risk and PnL.
- Interact with various stake holders including traders, Risk Managers and Middle Office personnel
Qualifications/Skills:
- Experience in working with Equity Derivatives Pricing and Risk applications is strongly preferred
- Knowledge of Equities, Futures, FX, Fixed Income and their derivatives is desirable
- Hands-on experience with scripting languages such as Python, Groovy is required
- Working knowledge of vendor data products such as Bloomberg, Reuters, and/or MarkIT
- Ability to maintain composure under pressure and to communicate effectively with various stakeholders
- BA/BS degree in Computer Science or equivalent
- Excellent listening, and communication (both oral and written) skills
- Self-starter and critical thinker, takes ownership of own projects and makes improvement suggestions for the entire infrastructure.
- Proactive, assertive and attentive to details.
- Can work independently and in a collaborative environment.
- Can handle several projects with different priorities at the same time in a fast-paced environment

