Senior Portfolio Manager
Senior Portfolio Manager
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
$ 176571 - 200000
1 Vacancy
Job Description
Job Duties: The Senior Portfolio Manager (multiple openings) at MPG Operations LLC in New York NY will design build test and implement an arbitrage trading strategy using statistical and computer driven techniques on listed Equity Derivative markets. Design and build trading models and production infrastructure for automated trading of strategies. Manage a portfolio of securities including all of the instrument selection risk management and decisions on changes made to the portfolio. Define data requirements gather and validate information and perform financial analysis on securities in the sector. Perform and apply optimal and liquidity research. Guide team members with an overall goal of optimizing performance and generating alpha. Seek high quality riskadjusted returns through deploying the allocated capital. Telecommuting may be permissible. This position may involve work at unanticipated Millennium locations in the United States. Salary: $176571 $200000 per year.
Minimum Requirements: Requires a Masters degree in Mathematics Statistics Operations Research or a related quantitative field plus 5 years in an equity derivatives or related occupation in the financial or investment industry. Must include 5 years of experience with each of the following: 1 quantitative skills including stochastic calculus probability and statistics machine learning simulation and optimization; 2 application of financial mathematics to option theory option pricing volatility modelling and generating signals to predict option returns; 3 Python to build research and live trading platforms; 4 KDB and Q to analyze time series databases and query large sets of financial data; 5 Linux to navigate systems files perform scripting and automate computer tasks; and 6 navigating Bloomberg terminal to create new sets of financial data. Must also include 3 years of experience with: 7 constructing optimal portfolio of options and equities; 8 optimizing for option and cash equity payments; and 9 managing and mentoring junior team members and guiding research and development projects.
Millenniums ongoing employee referral program does apply to this position. Details of the program may be located on the company intranet home page click Resource Library > HR Resources > Talent Acquisition > Employee Referral Program. Alternatively you may navigate to the webpage directly using this URL: apply please send resume to and reference job code 0591 when applying.
This notice is being posted in connection with and as a result of the filing of an application for permanent alien labor certification for the abovedescribed job opportunity. Any person may provide documentary evidence bearing on the application with information on available workers or information on wages and working conditions to a Certifying Officer of the U.S. Department of Labor whose address is as follows: U.S. Department of Labor Employment & Training Administration Office of Foreign Labor Certification 200 Constitution Avenue NW Room N5311 Washington DC 20210.
Required Experience:
Manager
Employment Type
Full-Time
