Treasury Quantitative Researcher: Margin Modeling

Millennium

New York (NY)

On-site

USD 175,000 - 250,000

Full time

14 days+

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Job summary

Millennium, a global investment firm located in New York, seeks a quantitative analyst to advance margin calculations across fixed income and equities. You will collaborate with treasury, quant developers, and technology to build out the research framework and library.

Strong Python skills are essential for developing models and implementing solutions. Ideal candidates have 2+ years in quantitative analysis, a background in equities or fixed income, and excellent analytical and communication

Qualifications

2+ years of Python for quantitative analysis.
2+ years of equities or fixed income quantitative analysis experience.
Outstanding analytical and statistical skills with strong domain understanding.

Responsibilities

Analyze margin calculations across fixed income and equities.
Collaborate with treasury, FIC business management, quant developers, and technology to build the quant research framework and library.
Optimize, enhance, and maintain margin and stress cash models.
Implement global netting margin agreements.
Apply Python to build and implement quantitative models with hands-on development.
Translate quantitative research findings into improved financial performance.
Collaborate with a global team of quants in New York, London, Geneva, and Tel Aviv.
Own delivery timelines for Treasury applications and projects, including supporting examples and documentation.