CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
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.
Work closely with Quants in Geneva, New York, London to develop fixed-income pricing and risk analytics for our in-house pricing library
Work closely with Quants in Geneva, New York, London to develop pre-trade analysis tools for Portfolio Managers
3 to 5 of years of experience with Rates vols (Arb free vol surfaces, CMS, Mid curve) and Linear Rates analytics (curve boot strapping, bond analytics, etc)
Strong analytical and mathematical skills
Strong problem solving capabilities
Strong experience C++ programming experience
Solid communication skills
Able to work independently in a fast-paced environment.
Detail oriented, organized, demonstrating thoroughness and strong ownership of work
Experience with BGM modelling and calibration
Internal Number: 6560479
About Millennium Management
eFinancialCareers is a career site specializing in financial services.