Quantitative Researcher - Rates, Pricing & Risk Analytics

Millennium Management; Greater London; On-site; GBP 36,000 - 76,000; Full time

Job summary

Millennium Management in London is seeking a highly skilled Quantitative Developer to maintain and extend cross-asset pricing and risk libraries for Rates, FI, and FX products. You will work with quants and traders across London, Geneva, and New York, delivering pre-trade analytics, pricing, and risk tools.

Strong C++ experience and advanced mathematical methods are essential for success in this role. The position offers a fast-paced environment within a globally connected team and opportunities

Qualifications

• Experience creating pricing and valuation models for Linear Rates (pricing curves, inflation modelling, derivative pricing).
• Experience with FX products (vanillas/exotics) is a plus but not required.
• Strong knowledge of numerical methods (Monte Carlo, Finite Differences, Finite Elements).
• Modern C++ programming experience is preferred.
• Experience supporting traders with pre-trade analysis tools and PnL explanations.
• Strong analytical and mathematical skills; ownership of work; good communication.

Responsibilities

• Collaborate with quants in London, Geneva, and New York to maintain and develop cross-asset pricing and risk libraries.
• Work with the business and other quants to deliver Rates-specific pre-trade, pricing, and risk analytics tools.

Skills

Pricing models

Monte Carlo methods

Finite Differences

Finite Elements

FX products knowledge

Analytical skills

Problem solving

Communication

Tools

C++

Job description

Millennium Management in London is seeking a highly skilled Quantitative Developer to maintain and extend cross-asset pricing and risk libraries for Rates, FI, and FX products. You will work with quants and traders across London, Geneva, and New York, delivering pre-trade analytics, pricing, and risk tools.

Strong C++ experience and advanced mathematical methods are essential for success in this role. The position offers a fast-paced environment within a globally connected team and opportunities