
PnL Attribution Analytics.
3 weeks ago
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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PnL Attribution Analytics.
3 weeks ago
Mumbai, India Millennium Management Full timePnL Attribution AnalyticsMillennium 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...
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PnL Attribution Analytics
3 days ago
Mumbai, Maharashtra, India Millennium Full time ₹ 1,00,000 - ₹ 2,00,000 per yearPnL Attribution AnalyticsMillennium 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...
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