Quantitative Researcher - FX
Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. 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 will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities. Responsibilities: Work closely with Quants in London, Geneva & New York to maintain and develop our cross-asset pricing and risk library. Work with the business and other Quants to deliver cutting-edge Foreign Exchange specific pre-trade, pricing and risk analytics tools. Requirements: Previous experience in FX market modelling conventions and derivatives including exotics preferable. Experience working with exotic models for single or multi-asset: Local Stochastic Volatility, Local Correlation preferable but not essential. Strong knowledge in at least one of the main numerical methods: Monte Carlo, Finite Differences, Finite Elements. Modern C++ professional programming experience is preferred. Python experience is not required but encouraged. Experience supporting traders or portfolio managers on regular questions like PnL/risk explain and/or pre-trade analysis tools. Strong analytical and mathematical skills. Strong problem-solving capabilities. Innovative thinking, demonstrating curiosity for new solutions to old problems. Excellence driven, detail-oriented, and organized. Demonstrating thoroughness and strong ownership of work. Solid communication skills. Able to work independently in a fast-paced environment.
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Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. 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 will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities. Responsibilities: Work closely with Quants in London, Geneva & New York to maintain and develop our cross-asset pricing and risk library. Work with the business and other Quants to deliver cutting-edge Foreign Exchange specific pre-trade, pricing and risk analytics tools. Requirements: Previous experience in FX market modelling conventions and derivatives including exotics preferable. Experience working with exotic models for single or multi-asset: Local Stochastic Volatility, Local Correlation preferable but not essential. Strong knowledge in at least one of the main numerical methods: Monte Carlo, Finite Differences, Finite Elements. Modern C++ professional programming experience is preferred. Python experience is not required but encouraged. Experience supporting traders or portfolio managers on regular questions like PnL/risk explain and/or pre-trade analysis tools. Strong analytical and mathematical skills. Strong problem-solving capabilities. Innovative thinking, demonstrating curiosity for new solutions to old problems. Excellence driven, detail-oriented, and organized. Demonstrating thoroughness and strong ownership of work. Solid communication skills. Able to work independently in a fast-paced environment.
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