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Quantitative Researcher

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Company :
Millennium Management LLC

Location :
New York City, New York

Expiry Date :
Sun, 13 Dec 2020 23:59:59 GMT

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Description :
Job Details Full-timeEstimated: $110,000 – $160,000 a year4 hours ago Qualifications – C++ – Microsoft Excel – Differential equations – APIs – NoSQL – Doctoral degree – Master’s degree Full Job Description Title : Quantitative Researcher Job Duties : The Quantitative Researcher (multiple positions open) at MPG Operations in New York, NY will design, build, deploy and operate our company’s next generation algorithmic research and trading capabilities. Design and implement pricing & valuation engines. Design and implement risk attribution, bucketing and decomposition processes. Expose historical and real time data through Excel/Python. Design, implement and manage SQL and NoSQL databases. Utilize Bloomberg Terminal. Deliver timely research and trading solutions to portfolio managers within our company. Build critical trading decision-making tools (e.g. pricers). Research pricing models and volatility surface models in order to integrate with Market Data APIs from vendors. Create time series of different metrics of volatility and skew measures. Implement option and light exotic back testing engine. Design and implement unified pricing architecture to price cross asset instruments. Minimum Requirements: Requires a PhD degree in Mathematics, or a closely related field, plus 2 years of professional financial engineering and mathematical finance experience. Employer will also accept a Master’s degree in Mathematics, or a closely related field, plus 4 years of professional financial engineering and mathematical finance experience. Must include 2 years of experience with each of the following: (1) C++ programming and debugging; (2) Microsoft suite products; (3) advanced mathematics including, stochastic calculus, linear algebra, probability, statistics, numerical solving methods, and differential equations; (4) pricing and risk management of multiple financial derivatives; (5) Excel; and (6) building critical trading decision-making tools including pricers. To please send resume to and reference job code ‘106’ whening. Show full job description Apply Now