Quantitative Researcher - Singapore - Millennium Management LLC

Millennium Management LLC

Verified Company

Singapore

1 week ago

Posted by:

Wei Jie

beBee Recruiter

Description

Quantitative Researcher - Credit Asia

We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools.

This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium.

FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

We are looking for an experienced Commodity Quant to initially focus on Credit, with the opportunity to work on Commodities & Fixed Income products in the future.

Responsibilities:

Work closely with Quants in Geneva, New York, London to develop fixedincome pricing and risk analytics for our inhouse pricing library, as well as pretrade analysis tools or Portfolio Managers
Front office position support our Asia based portfolio Managers that are using the new pricing library

Requirements:

Strong experience either with Commodity (Energy) and derivatives pricing
Credit Analytics: CDS curve calibration, Corporate bond analytics, CDX option modelling, etc
Experience in Commodities, Rates or FX Analytics advantageous
Strong analytical and mathematical skills
Strong problem solving capabilities
Strong experience C++ programming experience
Solid communication skills
Able to work independently in a fastpaced environment.
Detail oriented, organized, demonstrating thoroughness and strong ownership of work