PnL Attribution Analytics.

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.