Quantitative Researcher

1 week ago


Singapore Millennium Management LLC Full time

Quantitative Researcher - Commodities Asia

We are looking for an experienced Commodity Quant to initially focus on Commodities, with the opportunity to work on Credit & Fixed Income products in the future.

**Responsibilities**:

- Work closely with Quants in Geneva, New York, London to develop fixed-income pricing and risk analytics for our in-house pricing library, as well as pre-trade analysis tools or Portfolio Managers
- Front office position - support our Asia based portfolio Managers that are using the new pricing library

**Requirements**:

- Strong experience either with Commodity (Energy) and derivatives pricing
- Commodity (Energy) Analytics: Curve calibration, Vol surface modelling, option pricing
- Experience in Credit, Rates or FX Analytics advantageous
- Strong analytical and mathematical skills
- Strong problem solving capabilities
- Strong experience 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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