Portfolio Pricing and Analytics Specialist

4 weeks ago


Bengaluru, Karnataka, India Millennium Management Full time
Job Title: Portfolio Pricing and Analytics Analyst Job Summary: We are seeking a highly skilled Portfolio Pricing and Analytics Analyst to join our team at Millennium Management. The successful candidate will be responsible for daily validation and sign-off of PnL and Risks produced by the Millennium platform, with a focus on Equity portfolios. Key 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 systems 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 About Us: Millennium Management is a leading global investment management firm. We are committed to providing our clients with exceptional investment solutions and services.

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