Quantitative Analyst – Corporate Credit

Full Time
Main Location
New York City, NY, United States
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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.


  • 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.


  • 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

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Quantitative Analyst – Corporate Credit
Millennium Management