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Quantitative Researcher - Equity Derivatives

Millennium Management
Quantitative Researcher - Equity Derivatives
London, GB
139,000 - 219,000
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Job Description

Quantitative Researcher - Equity Derivatives

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 develops and maintains the in-house pricing libraries to support trading in Equity Derivatives, Fixed Income, Commodities, Credit, and FX business at Millennium. Our environment is dynamic and fast-paced environment with excellent growth opportunities.


  • Work closely with Quants globally to develop pricing, pre-trade analysis tools and risk analytics for our in-house pricing library, focusing on equity derivatives
  • Interact with Portfolio Managers and Risk Management to gather requirements, discuss modelling approaches and methodologies for valuation and risk
  • Collaborate with IT to deploy the models into production environments

Mandatory Requirements:

  • MSc/PhD level education in a quantitative subject – such as Quantitative Finance or Maths/Physics/Engineering
  • Familiarity with concepts of Financial Derivatives and Quantitative Methods for valudation/risk
  • Good knowledge of Object-Oriented Programming, in particular C++
  • Strong analytical and mathematical skills
  • Good problem-solving capabilities
  • Solid communication and inter-personal skills
  • Able to work independently in a fast-paced environment.
  • Detail oriented, organized, demonstrating thoroughness and strong ownership of work

Preferred Requirements:

  • Knowledge of Equity derivatives products, including variance derivatives, VIX, barrier options and exotic products
  • Experience with Python
  • Experience working with other asset classes (Fixed-income, FX, etc)
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