PnL Attribution Analytics

6 days ago

Mumbai, Maharashtra, India Millennium Full time ₹ 1,00,000 - ₹ 2,00,000 per year
PnL Attribution Analytics

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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