Preparing for your next Quant Interview?
Practice Here!

Quantitative Researcher - Commodities Asia

Millennium Management
Quantitative Researcher - Commodities Asia
175,000 - 250,000
Apply Now
Job Description

Quantitative Researcher - Commodities Asia

We are looking for an experienced Commodity Quant to initially focus on Commodities, with the opportunity to work on Credit & Fixed Income products in the future.


  • Work closely with Quants in Geneva, New York, London to develop fixed-income pricing and risk analytics for our in-house pricing library, as well as pre-trade analysis tools or Portfolio Managers
  • Front office position – support our Asia based portfolio Managers that are using the new pricing library


  • Strong experience either with Commodity (Energy) and derivatives pricing
    • Commodity (Energy) Analytics: Curve calibration, Vol surface modelling, option pricing
  • Experience in Credit, Rates or FX Analytics advantageous
  • Strong analytical and mathematical skills
  • Strong problem solving capabilities
  • Strong experience C++ programming experience
  • Solid communication skills
  • Able to work independently in a fast-paced environment.
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work
Share this job
Share On
Apply Now