Quantitative Researcher - Treasury

Millennium Management; London; On-site; GBP 100,000 - 125,000

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

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

Requirements

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