Quantitative Researcher - Rates.
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 will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.
Responsibilities:
Work closely with Quants in London, Geneva & New York to maintain and develop our cross-asset pricing and risk library
Work with the business and other Quants to deliver cutting edge Rates specific pre-trade, pricing and risk analytics tools
Requirements:
Previous experience with develo...