Job Overview
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Job Description
Quant Researcher
Millennium is a top-tier global hedge fund committed to leveraging innovations in technology and data science to solve complex business problems. We are assembling a strong Quant Analytics team to build our next-generation in-house analytics and trader support tools. This team develops and maintains 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 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 modeling approaches, and methodologies for valuation and risk.
- Collaborate with IT to deploy models into production environments.
Mandatory Requirements
- Bachelor’s degree in Computer Science or a related field.
- 2 to 5 years of experience as an Equity Derivatives quant or strat.
- 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 in equity light exotics or structured products modeling.
- Experience with Python.
- MSc/PhD level education in a quantitative subject – such as Quantitative Finance or Maths/Physics/Engineering.
- Experience working with other asset classes (Fixed-income, FX, etc).
Key skills/competency
- Quant Researcher
- Equity Derivatives
- Pricing Libraries
- Risk Analytics
- Quantitative Finance
- C++
- Python
- Object-Oriented Programming
- Mathematical Skills
- Problem-Solving
How to Get Hired at Millennium
- Tailor your resume: Highlight C++ and equity derivatives quant experience.
- Showcase analytical skills: Emphasize mathematical and problem-solving abilities.
- Demonstrate ownership: Detail your contributions and impact in previous roles.
- Prepare for technical interviews: Brush up on pricing, risk, and OOP concepts.
- Network within the industry: Connect with current Millennium employees on LinkedIn.
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