Portfolio Pricing and Valuations Strats Analyst
millennium managementNew York, NY
$100,000 to $200,000
Apply nowPortfolio Pricing and Valuations Strats Analyst
L5
millennium managementNew York, NY18 days ago
$100,000 to $200,000
Occupations
Financial Quantitative AnalystsFinancial and Investment AnalystsFinancial Risk SpecialistsIndustries
Portfolio Management and Investment AdviceInvestment Banking and Securities IntermediationCommodity Contracts IntermediationPortfolio Pricing and Valuations Strats Analyst The successful candidate will join the Commodities Portfolio Pricing and Valuations team to advance the firm's real-time pricing, valuations, risk and p&l infrastructure to support global commodities trading.
Principal Responsibilities:
- Maintain and support processes related to the production of firm-wide intraday and eod risk and p&lAutomation and streamlining of pricing and valuations workflows
- Volatility surface modeling and options portfolio pricing
- Forward curve calibration, monitoring and controls
- Assist in the design and implementation of new pricing and marking methodologies and related data analysis
- Collaborate with Portfolio Managers, Quant Research, Risk, and various Technology and Data teams to advance the pricing and valuations framework, support new trading of derivative products and validate quant changes to pricing models
- Qualifications/Skills 2+ years of professional experience in a similar role at a Commodities trading house
- Strong math finance and coding proficiency (Python, Pandas, SQL)
- Proficiency with latest AI toolkits
- Commodities derivatives products expertise, particularly in Energy (Natgas/Power/Crude)
- Deep understanding of options models, vol surface fitting and greek p&l explain
- Detail oriented; demonstrates thoroughness and strong ownership of work
- Independent worker with a strong ability to collaborate across teams
- Able to prioritize and deliver in a fast moving, high pressure, dynamic environment
Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package.
The estimated base salary range for this position is $100,000 to $200,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
Recruiter: Stephen Floyd
Hiring Manager: Jerry YooDepartment: Operations & Middle Office
Apply now
Level
SeniorL5
Salary
$100,000 to $200,000
Location
New York, NY
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
18 days ago
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