Quant Researcher - Bonds / Inflation Quant Researcher - Bonds / Inflation …

Millennium Management
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
Millennium Management
in New York, NY, United States
Permanent, Full time
Be the first to apply
Competitive
Quant Researcher - Bonds / Inflation
Quant Researcher - Bonds / Inflation

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 our business. We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team is part of Fixed Income & Commodities Technology (FICT) and develops our in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

Responsibilities:
  • Work closely with Quants in New York, Geneva, and London to develop fixed-income pricing and risk analytics for our in-house pricing library
  • Work closely with Quants in New York, Geneva, and London to develop pre-trade analysis tools for Portfolio Managers


Requirements:
  • 3 to 5 of years of experience with nominal bonds and Inflation analytics
    • Inflation analytics, pricing and risk(US, Europe): ZC curve, seasonality adjustment, linkers
    • Inflation modelling: YoY swap, inflation caps, etc
    • Nominal Bond futures optionality modelling and pricing
    • Bond and asset swap carry and roll analytics
    • Nominal bond curves analytics
  • Experience with interest rate curves bootstrapping analytics
  • 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
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