Portfolio Pricing and Valuations Strats Analyst

Millennium Management · New York City · $100,000–$200,000 (stated in the posting)

The successful candidate will join the Commodities Portfolio Pricing and Valuations team to advance the firm's real-time pricing, valuations, risk and p&l infrastructure to support global commodities trading.

Principal Responsibilities

Maintain and support processes related to the production of firm-wide intraday and eod risk and p&l
Automation and streamlining of pricing and valuations workflows
Volatility surface modeling and options portfolio pricing
Forward curve calibration, monitoring and controls
Assist in the design and implementation of new pricing and marking methodologies and related data analysis
Collaborate with Portfolio Managers, Quant Research, Risk, and various Technology and Data teams to advance the pricing and valuations framework, support new trading of derivative products and validate quant changes to pricing models

Qualifications/Skills

2+ years of professional experience in a similar role at a Commodities trading house
Strong math finance and coding proficiency (Python, Pandas, SQL)
Proficiency with latest AI toolkits
Commodities derivatives products expertise, particularly in Energy (Natgas/Power/Crude)
Deep understanding of options models, vol surface fitting and greek p&l explain
Detail oriented; demonstrates thoroughness and strong ownership of work
Independent worker with a strong ability to collaborate across teams
Able to prioritize and deliver in a fast moving, high pressure, dynamic environment

Millennium 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 $100,000 to $200,000, 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.

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