![Millennium Management](https://media.trabajo.org/img/noimg.jpg)
Portfolio Pricing and Analytics Analyst.
1 week ago
Job Responsibilities
Daily validation and sign-off of PnL and Risks produced by the Millennium platform, with a focus on Equity portfolios Interact with developers and quants to investigate and resolve pricing, PnL or Risk issues, and to design automated controls around those Explain and validate the main drivers of PnL, against risks and market moves Understanding the Greeks and PnL drivers, with a strong intuition of how the interaction of various parameters can affect pricing and PnL SOD sign-off of risks and PnL across the various systemsQualifications, 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 Effective verbal and written communication skills Ability to work on multiple tasks simultaneously.-
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