Quant Strategist - Portfolio Manager Support
at Millennium
Posted 22 days ago
No clicks
- Compensation
- Not specified
- City
- London, New York City, Geneva
- Country
- United Kingdom, United States, Switzerland
Currency: Not specified
Join Millennium's Fixed Income & Commodities Technology team to support portfolio managers using an in‑house pricing library across Rates, FX, Commodities, Credit and FX. Provide hands-on support and build Python and Excel tools for pre-trade and post-trade analysis, assist onboarding of PMs, and answer user queries. Collaborate closely with quants in London, New York and Geneva, and enhance examples and documentation for the platform. The role requires strong analytical skills and at least 2+ years' experience with pricing libraries in Rates or FX.
We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and the role will be focused on providing support to Portfolio Managers. The in-house pricing libraries support trading in Fixed Income, Commodities, Credit, and FX businesses at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.
Responsibilities
- Support our EMEA / US based portfolio Managers that are using the new pricing library and help them building out the solution and tools (eg pre-trade, post trade analysis) they need whether in python or excel, as well as answering any question they may have.
- Help on-boarding of new Portfolio Managers to the platform
- Work closely with Quants in London, New York & Geneva
- Enhancing Examples & providing documentation where required
Requirements
- At least 2+ years of experience working with a pricing library for either Rates or FX Analytics
- Excellent communication skills
- Rates Analytics experience:
- Good understanding of Curve construction
- Experience with linear and vol products for Develop markets (bonds, swaps, swaptions).
- FX Analytics experience
- Good knowledge of FX markets conventions
- Experience with FX vols.
- Good analytical and mathematical skills
- Strong python and Excel experience.
