Equity Derivatives Quant — Pricing & Risk Tools

Millennium Management LLC; New York (NY); On-site; USD 175,000 - 250,000; Full time

Benefits offered by this job

Base salary

Discretionary bonus

Comprehensive benefits

Job summary

Millennium Management LLC in New York seeks a Quantitative Researcher for Equity Derivatives (EQ Vol) to join the Quant Analytics team. You will develop pricing, pre-trade analysis tools and risk analytics for our in-house library, and collaborate with Quants, PMs and IT to deploy models into production.

You'll need a quantitative background, 3+ years as an equity derivatives quant or strat, and strong C++ and Python skills, plus clear communication in a fast-paced environment.

Qualifications

• Bachelor’s degree in Computer Science or a related field; MSc/PhD in Quantitative Finance, Math, Physics or Engineering preferred.
• 3+ years of experience as an Equity Derivatives quant or strat.
• Strong programming in C++ and Python; object-oriented design and analytical skills required.

Responsibilities

• Work with Quants globally to develop pricing, pre-trade analysis tools, and risk analytics for in-house pricing library, focusing on equity derivatives.
• Interact with Portfolio Managers and Risk Management to discuss modeling approaches and valuation methods.
• Collaborate with IT to deploy models into production environments.

Skills

C++

Python

Analytical thinking

Communication

Independent work

Education

Bachelor's in CS or related field

MSc/PhD in quantitative field preferred

Job description

Millennium Management LLC in New York seeks a Quantitative Researcher for Equity Derivatives (EQ Vol) to join the Quant Analytics team. You will develop pricing, pre-trade analysis tools and risk analytics for our in-house library, and collaborate with Quants, PMs and IT to deploy models into production.

You'll need a quantitative background, 3+ years as an equity derivatives quant or strat, and strong C++ and Python skills, plus clear communication in a fast-paced environment.