Equity Derivatives Pricing & Valuations Analyst

Millennium; New York (NY); On-site; USD 100,000 - 200,000; Full time

Job summary

Millennium in New York seeks a professional to maintain and enhance internal system infrastructure for pricing and valuation of equity derivative products. The role includes model validation, setup of new products, and P&L observation and analysis of equity derivatives.

Responsibility spans valuations, pricing controls, and daily PnL reporting, with interface to portfolio managers and cross‑functional teams globally. Base salary range reflects NY market with performance bonus potential.

Qualifications

• 2-5 years of professional experience; traders, trade support, product control/valuation backgrounds preferred.
• Strong communication skills; quick learner.
• Solid knowledge of equity derivative products (options, var/vol swaps, TRF/TRS, dividend swaps, equity exotics).
• Strong programming experience (Python, VBA) preferred.
• Experience with market data sources (Bloomberg, Reuters) is an asset.

Responsibilities

• Valuations – calibrate models and source market data for proper valuations of equity derivatives.
• Pricing – maintain intra-day and end-of-day pricing; publish end-of-day marks and curves.
• PnL – monitor live and end-of-day PnL and risks; attribute performance of equity-linked positions.
• Interface – coordinate with portfolio managers and tech teams to resolve pricing and setup issues.

Skills

Equity derivatives knowledge

Python

Communication

Attention to detail

Prioritization

Risk awareness

Tools

Bloomberg

Reuters

VBA

Job description

Millennium in New York seeks a professional to maintain and enhance internal system infrastructure for pricing and valuation of equity derivative products. The role includes model validation, setup of new products, and P&L observation and analysis of equity derivatives.

Responsibility spans valuations, pricing controls, and daily PnL reporting, with interface to portfolio managers and cross‑functional teams globally. Base salary range reflects NY market with performance bonus potential.