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Quant Researcher - Commodities

Millennium Management
Quant Researcher - Commodities
London, GB
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Job Description

Quant Researcher - Commodities

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 will sit under 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.


Work closely with Quants in London, Geneva & New York to research and develop pre-trade analysis tools and risk analytics for our in-house pricing library. The candidate will play a significant part in building the Commodity quant library from scratch.


  • Previous experience with developing Commodity pricing models
  • Extensive experience with the energy market: oil, gas, power.
  • Best practices methodology to build commodity curves
  • Best practices methodology to model and build commodity vol surfaces
  • Prior experience with (to name a few): Vol surfaces, Asian Options, Crack (Gas & Brent)
  • Substantial modern C++ programming experience
  • Knowledge of other asset classes, including Interest Rate, FX is a plus.
  • Strong analytical and mathematical skills
  • Strong problem solving capabilities
  • Solid communication skills
  • Able to work independently in a fast-paced environment.
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work
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