Description
We are seeking a Quantitative Researcher - EQ Vol to join our team at Millennium, a global alternative investment firm. The successful candidate will 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.
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 the models into production environments
Requirements:
- Bachelor’s degree in Computer Science or a related field; preferably MSc/PhD in a quantitative subject such as Quantitative Finance, Math, Physics, or Engineering
- 3+ years of experience as an Equity Derivatives quant or strat
- Good knowledge of Object-Oriented Programming, preferably C++; Python experience preferred
- Strong analytical, mathematical, and problem-solving skills
- Solid communication and interpersonal skills and ability to work independently in a fast-paced environment
- Detail-oriented, organized, demonstrating thoroughness and strong ownership of work
- Experience in equity light exotics or structured products modeling preferred
Salary Range: The estimated base salary range for this position is $175,000 to $250,000.