Quantitative Researcher - Treasury

Millennium Management, LLC; Buckingham; Hybrid; GBP 60,000 - 80,000

Job description

Quantitative Researcher - Treasury

Millennium is seeking a dedicated Treasury Quantitative Researcher to join our high-performing quant modeling team. This role provides an outstanding opportunity to contribute to innovative projects that push the financial industry forward as we build our next generation in-house analytics and trader support tools. You will work alongside a motivated team that values hard work, adaptability, and consistent achievement, maintaining the utmost commitment to excellence.

Responsibilities

1. Conducting detailed analysis on margin calculations across fixed income and equities.
2. Collaborating with our treasury team, FIC business management team, quant developers and technology to build different parts of quant research framework and library.
3. Optimizing, enhancing, and maintaining the margin and stress cash models.
4. Implementing global netting margin agreements.
5. Enhancing and maintaining stress cash and margin models.
6. Applying your strong expertise in Python to build and implement quantitative models.
7. Successfully implementing quantitative research findings to improve financial performance.
8. Working closely with a global team of quants in New York, London, Geneva, and Tel Aviv.
9. Enhancing examples & providing documentation where required.

Requirements

1. Extensive experience using Python for quantitative analysis.
2. Extensive experience working with Equities or Fixed Income quantitative analysis ideally in treasury or prime financing.
3. Outstanding analytical and statistical skillset with solid domain understanding.
4. Ability to work collaboratively in a team-oriented environment.
5. Ambitious and driven to compete at the highest levels of the financial industry.
6. Strong communication skills, both written and verbal.

Working Arrangement

Hybrid working - Home and Leicester City Offices