PnL Attribution Analytics

5 days ago


Mumbai, India Millennium Full time

Millennium is a global, diversified alternative investment firm, founded in 1989, which manages $77 billion in assets. Defined by evolution, innovation and focus, Millennium's mission is to deliver high-quality returns for our investors. Millennium seeks to empower talented professionals with the sophisticated expertise, resources and technology to pursue a diverse range of investment strategies across industry sectors, asset classes and geographies.

Job Responsibilities

  • Help improving existing PnL explain User Interface by actively participating in projects with developers and quants to investigate and resolve pricing, PnL or Risk issues.
  • Maintain high standard of quality control checks and procedure around PnL allocation.
  • Explain and validate the main drivers of PnL, against risks and market moves, ensuring accuracy and timely delivery.
  • Be a driver of development and improvement of the existing reports communicated to senior management and portfolio managers.
  • Understanding the Greeks and PnL drivers, with a strong intuition of how the interaction of various parameters can affect pricing and PnL

Qualifications, Skills And Requirements

  • Advanced degree in a quantitative subject, such as Engineering or Maths, and at least 3 years of relevant work experience
  • Strong Analytical Skills and advanced knowledge of derivatives pricing models
  • Experience with Coding (VBA/Python, etc) preferred is required
  • Effective verbal and written communication skills
  • Ability to work on multiple tasks simultaneously.


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