Quant Researcher - Treasury
at Millennium
Posted 4 hours ago
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- Compensation
- $175,000 – $250,000 USD
- City
- New York City, London, Geneva, Tel Aviv
- Country
- United States, United Kingdom, Switzerland, Israel
Currency: $ (USD)
Millennium is hiring a Treasury Quantitative Researcher to develop and maintain margin and stress cash models and contribute to an in-house quant research framework. The role involves Python-based quantitative analysis across fixed income and equities, collaborating with treasury, FIC business, quant developers and global quant teams.
- Conducting detailed analysis on margin calculations across fixed income and equities.
- Collaborating with our treasury team, FIC business management team, quant developers and technology to build different parts of quant research framework and library.
- Optimizing, enhancing, and maintaining the margin and stress cash models.
- Implementing global netting margin agreements.
- Enhancing and maintaining stress cash and margin models.
- Applying your strong expertise in Python to build and implement quantitative models.
- Successfully implementing quantitative research findings to improve financial performance.
- Working closely with a global team of quants in New York, London, Geneva, and Tel Aviv.
- Enhancing Examples & providing documentation where required.
- 2+ years of professional experience using python for quantitative analysis.
- At least 2 years of experience working with Equities or Fixed Income quantitative analysis ideally in treasury or prime financing.
- Outstanding analytical and statistical skillset with solid domain understanding.
- Ability to work collaboratively in a team-oriented environment.
- Ambitious and driven to compete at the highest levels of the financial industry.
- Strong communication skills, both written and verbal.
Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
