About Millennium

Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millenniums mission is to deliver results for our investors.

Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning. With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time. Discover how transformative growth accelerates impact.

Meet the Team

Treasury at Millennium is a Core (non-trading) function that manages the firm's cash, financing, and liquidity currently overseeing roughly ~$60 billion in AUM-related treasury activities. The team relies heavily on the Treasury Portal, described internally as a "one stop shop for Treasury's needs" that supports margin, liquidity, counterparty risk, billing, and other treasury processes, It integrates with Athena (street and PM financing accruals) and Kyriba for cash/BCP purposes

What You'll Do

• Collaborate with quantitative modelers in the development of comprehensive and dynamic model (suite of models) for cost efficient portfolio optimization and allocation across multiple Financing Providers.

• Work independently to translate specific user requirements into quantitative models and automated reports. Collaborate with the Technology team to push these models and reports into production.

• Work with team members to maintain the Firms stress liquidity framework. This requires intimate knowledge of prime broker margin frameworks, drivers of cleared and exchange margin, terms in the firms legal agreements, trading patterns and the development of statistical models to predict changes in the quantitative factors over a fixed time horizon.

• Assist in the development and calibration of margin models (across multiple asset classes) to be used to calculate capital usage and subsequently a pass-through charge to portfolio managers based on the same.

• Prepare formal documentation of all models and processes in which the individual is involved.

What You Bring

• Degree in a quantitative discipline (e.g., Engineering, Statistics, Mathematics, Physics or Computer Science).

• Interest in the financial markets and hedge fund trading strategies (across all major asset classes)

• Ability to work independently and with minimal supervision.

• Strong knowledge of SQL at least one high-level language for quantitative modelling - Python preferred.

• Good communication skills.

• Prime Brokerage and multi-asset class knowledge a plus.