Quantitative Researcher - Commodities
Quantitative Researcher - Commodities
Posted on :
01-05-2025
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1 Vacancy
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Monthly Salary
$ 175000 - 250000
Vacancy
1 Vacancy
Posted on :
01-05-2025
Job Description
Quantitative 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 inhouse analytics Trader & Risk support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the inhouse pricing libraries to support trading in Fixed Income Commodities Credit and FX business at Millennium. FICT provides a dynamic and fastpaced environment with excellent growth opportunities.
Responsibilities
- Newly created role to research build enhance test and maintain commodities quantitative models specialized for the needs of risk managers and portfolio managers.
- The role sits within the centralized commodities quant team within the Technology department.
- Work closely with derivatives quants worldwide to research and develop risk analytics for our commodities business.
- The emphasis is on quantitative analysis for derivatives including calculation and aggregation of raw risk metrics (the Greeks) risk projections forward curve and volatility surface construction.
Requirements
- Bachelor or Masters degree in Engineering Applied Mathematics Physics Statistics or other related field
- 35 years of professional working experience as a quant or strat
- Strong experience in quantitative analysis for pricing/risk of commodity derivatives.
- Strong practical knowledge of US Power markets.
- Solid communications skills.
- Strong C programming skills.
- Able to work independently in a fastpaced environment.
- Detail oriented organized demonstrating thoroughness and strong ownership of work.
The estimated base salary range for this position is $175000to $250000 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 individuals experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
Employment Type
Full-Time
Key Skills
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