Portfolio Pricing and Valuations Strats Analyst
at Millennium
Posted 5 hours ago
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- Compensation
- $100,000 – $200,000 USD
- City
- Country
- United States
Currency: $ (USD)
**Portfolio Pricing and Valuations Strats Analyst** advances real-time pricing, risk, and P&L infrastructure for global commodities trading. Key responsibilities involve maintaining risk and P&L processes, automating workflows, modeling volatility surfaces, and calibrating forward curves. Skills required: 2+ years in a similar role, expertise in commodities (Energy focus), strong math finance, coding proficiency in Python, Pandas, SQL, and familiarity with AI toolkits.
Principal Responsibilities
Maintain and support processes related to the production of firm-wide intraday and eod risk and p&l
Automation and streamlining of pricing and valuations workflows
Volatility surface modeling and options portfolio pricing
Forward curve calibration, monitoring and controls
Assist in the design and implementation of new pricing and marking methodologies and related data analysis
Collaborate with Portfolio Managers, Quant Research, Risk, and various Technology and Data teams to advance the pricing and valuations framework, support new trading of derivative products and validate quant changes to pricing models
Qualifications/Skills
2+ years of professional experience in a similar role at a Commodities trading house
Strong math finance and coding proficiency (Python, Pandas, SQL)
Proficiency with latest AI toolkits
Commodities derivatives products expertise, particularly in Energy (Natgas/Power/Crude)
Deep understanding of options models, vol surface fitting and greek p&l explain
Detail oriented; demonstrates thoroughness and strong ownership of work
Independent worker with a strong ability to collaborate across teams
Able to prioritize and deliver in a fast moving, high pressure, dynamic environment
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 $100,000 to $200,000, 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.
