Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team is in the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities

Work closely with Quants in Geneva, New York, London to research and develop pre-trade analysis tools and risk analytics for our in-house pricing library. The role will work closely with Portfolio Managers across the Credit spectrum.

Requirements

• 8+ years experience with developing Credit models, either: Flow, Structured Credit / illiquid products models
• Knowledge of other asset classes, including Interest Rate, FX is a plus but not essential.
• Exceptional mathematical skills
• Strong problem solving capabilities
• Substantial modern C++ programming experience beneficial
• Solid communication skills
• Able to work independently in a fast-paced environment.
• Detail oriented, organized, demonstrating thoroughness and strong ownership of work