Quantitative Pricing & Valuations Strats Analyst

Millennium Management LLC; New York (NY); Sur place; USD 100 000 - 200 000; Plein temps

Résumé du poste

Millennium Management LLC is seeking a Portfolio Pricing and Valuations Strats Analyst to enhance real-time pricing, valuations, risk, and P&L infrastructure for global commodities trading. You will work across teams to automate workflows and improve methodologies.

Applicants should have 2+ years in a similar commodities role, strong Python/SQL skills, and deep energy derivatives knowledge. Base salary ranges with bonus potential are provided for New York.

Qualifications

• 2+ years of professional experience in a similar role at a Commodities trading house.
• Strong math finance and coding proficiency with Python, Pandas, SQL.
• Proficiency with latest AI toolkits.
• Commodities derivatives products expertise, particularly in Energy (Natgas/Power/Crude).
• Deep understanding of options models, vol surface fitting and greek p&l explain.
• Detail oriented; demonstrates thoroughness and strong ownership of work.
• Independent worker with a strong ability to collaborate across teams.

Responsabilités

• Maintain and support processes related to the production of intraday and end-of-day risk and P&L.
• Automation and streamlining of pricing and valuations workflows.
• Volatility surface modeling and options portfolio pricing.
• Forward curve calibration, monitoring and controls.
• Assist in the design and implementation of new pricing and marking methodologies and related data analysis.
• Collaborate with Portfolio Managers, Quant Research, Risk, and various Technology and Data teams to advance the pricing framework.

Connaissances

Python

Pandas

SQL

AI toolkits

Options pricing

Volatility modeling

Greeks P&L

Energy derivatives

Cross-team collaboration

Description du poste

Millennium Management LLC is seeking a Portfolio Pricing and Valuations Strats Analyst to enhance real-time pricing, valuations, risk, and P&L infrastructure for global commodities trading. You will work across teams to automate workflows and improve methodologies.

Applicants should have 2+ years in a similar commodities role, strong Python/SQL skills, and deep energy derivatives knowledge. Base salary ranges with bonus potential are provided for New York.