Millennium is seeking a dedicated Treasury Quantitative Researcher to join our high-performing team in New York, NY. This role provides an outstanding opportunity to contribute to innovative projects that push the financial industry forward. You will work alongside a motivated team that values hard work, adaptability, and consistent achievement, maintaining the utmost commitment to excellence. We are building our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group as this platform provides the in-house pricing libraries used by trading in Fixed Income, Commodities, Credit, and FX businesses at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.
Responsibilities
- Conducting detailed research and analysis on margin calculations across fixed income and equities.
- Developing and improving global netting margin agreements.
- Building and maintaining stress cash and margin models.
- Applying your strong expertise in Python to build and implement quantitative models.
- Collaborating with treasury, quant developers and technology to build different parts of quant research framework and library.
- Successfully implementing quantitative research findings to improve financial performance.
- Working closely with a global team of quants in London, New York, and Geneva
- Enhancing Examples & providing documentation where required
Requirements
- 2+ years of professional experience using python for quantitative analysis
- At least 2 years of experience working with Equities or Fixed Income quantitative analysis ideally in treasury or prime financing
- Outstanding analytical and statistical skillset with solid domain understanding.
- Ability to work collaboratively in a team-oriented environment.
- Ambitious and driven to compete at the highest levels of the financial industry.
- Strong communication skills, both written and verbal.
The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
