PnL Attribution Analytics
2 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
2 weeks ago
Mumbai, Maharashtra, India Millennium Full timeJob DescriptionMillennium is a global, diversified alternative investment firm, founded in 1989, which manages $77 billion in assets. Defined by evolution, innovation and focus, Millennium&aposs mission is to deliver high-quality returns for our investors. Millennium seeks to empower talented professionals with the sophisticated expertise, resources and...
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