Quant Strategist - Portfolio Manager Support

Quant Strategist - Portfolio Manager SupportWe 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 the role will be focused on providing support to Portfolio Managers.The in-house pricing libraries support trading in Fixed Income, Commodities, Credit, and FX businesses atMillennium. FICTprovides a dynamic and fast-paced environment with excellent growth opportunities.Responsibilities:Support our EMEA / US based Portfolio Managers that are using the new pricing library and help them building out the solution and tools they need whether in python or excel, as well as answering any question they may have.Help on-boarding of new Portfolio Managers to the platformWork closely with a global team of quants in London, New York, and GenevaEnhancing Examples & providing documentation where requiredRequirements:At least 2+ years of experience working with a pricing library for eitherRates or FX analyticsRates analytics experience:Good experience and understanding of Curve constructionExperience with linear and volatility (vol) products for develop markets such as bonds, swaps, and swaptionsExcellent knowledge of FX markets conventionsExperience with FX analytics and volsMasters/PhD (or equivalent) in STEM subjectGood analytical and mathematical skillsStrong python and Excel experience.Strong communication skillsMillennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.