Quantitative Researcher – FX
Join to apply for the Quantitative Researcher – FX role at Millennium
Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. 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.
Responsibilities
- Work closely with Quants in London, Geneva & New York to maintain and develop our cross‑asset pricing and risk library
- Work with the business and other Quants to deliver cutting‑edge hedge Foreign Exchange specific pre‑trade, pricing and risk analytics tools
Requirements
- 2+ years experience in FX market modelling conventions and derivatives. Exotics preferable.
- Experience working with exotic models for single or multi‑asset: Local Stochastic Volatility, Local Correlation preferable but not essential
- Strong knowledge in at least one of the main numerical methods Monte Carlo, Finite Differences, Finite Elements.
- Modern C++ professional programming experience is preferred
- Experience supporting traders or portfolio managers on regular questions like pnl/risk explain and/or pre‑trade analysis tools
- Strong analytical and mathematical skills
- Strong problem solving capabilities
- Excellence driven, detail oriented and organized
- Demonstrating thoroughness and strong ownership of work
- Solid communication skills
Seniority level
Entry level
Employment type
Full‑time
Job function
Finance and Sales
Industries
Investment Management
Location: London, England, United Kingdom
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