Portfolio Pricing & Valuations Specialist
Millennium Management, LLC, Buckingham, United Kingdom
The Portfolio Valuation Specialist will sit within the Macro team responsible for Portfolio Pricing & Valuations across Rates, Credit, and FX business at Millennium. The group provides a dynamic and fast-paced environment with excellent growth opportunities.
Principal Responsibilities
* Pricing - responsible for monitoring both real time and end of day pricing for all fixed income instruments. In addition, to develop ideas and establish procedures to improve current valuation methodologies across various product suites within the firm, in conjunction with risk and fixed income technology.
* P&L Explanation - part of the valuation function is to provide Trade Date and T+1 P&L explanation to both senior management and the portfolio managers.
* Primary Interface - the middle office function will be the primary interface for the portfolio managers. As a single place that the portfolio managers can go to resolve pricing, position, technology, risk and security related issues.
* Process enhancement and project work.
Qualifications/Skills Required
* Bachelor Degree in Finance/Economics/Computer Science/Engineering. Masters in Financial Engineering or equivalent preferred.
* Min 2 years of experience as a quant, risk quant or model validation.
* Strong knowledge and experience in pricing with emphasis on detailed knowledge of pricing models for Rates, Credit and FX products.
* Detail oriented and able to show adaptability to pick up technical skills/product knowledge quickly.
* Possess strong analytical and troubleshooting capabilities.
* Able to prioritize in a fast moving, high pressure, constantly changing environment; High sense of urgency.
* Must be a self-starter and a team player.
* Strong communication skills and the ability to interact with Traders or Portfolio Managers as well as other teams globally.
* Demonstrated project management skills would be preferred.
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