Quantitative Analyst – Corporate Credit

Full Time
Main Location
New York City, NY, United States
Open jobs
Quantitative Analyst – Corporate Credit

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 Geneva, New York, London to research and develop pre-trade analysis tools and risk analytics for our in-house pricing library with primary focus on Credit Derivative products.

  • Participate at support and development of pricing models in other asset classes, include Interest Rate, FX.

Requirements:

  • 4-7 year experience with corporate credit analytics:

    • Advanced corporate bond pricing & modelling (callable / puttable bond, etc)

    • Experience with US municipal bonds pricing

    • Credit index swaps curve bootstrapping.

  • Understanding of the credit ETF market (flow, redemption / subscription, ETF versus basket basis trade, etc) is a plus.

  • Knowledge of other asset classes, including Interest Rate, FX is a plus.

  • Strong analytical and mathematical skills

  • Strong problem solving capabilities

  • Substantial modern 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

Mission
We're a community of women leveraging our connections into top companies to help underrepresented women get the roles they've always deserved. Simultaneously, we work to build truly inclusive hiring processes and environments where women can thrive and not just survive.
Are you hiring? Join our platform for diversifiying your team
Quantitative Analyst – Corporate Credit
Millennium Management