Equity Portfolio Valuations and PnL Attribution Analytics
Apply NowCompany: Millennium Management, LLC
Location: Miami, FL 33186
Description:
Equity Portfolio Valuations and PnL Attribution Analytics
Job Responsibilities
Qualifications
Job Responsibilities
- Monitor live and EOD pricing, PnL and risks with a focus on equity derivatives and convertibles. Develop and maintain systematic data controls. Liaise with senior members of the team to apply adjustments where required.
- Work closely with technology, quants and market data teams to continuously improve Millennium pricing and PnL systems, and develop systematic controls
- Break down the performance of equity-linked positions into its various components, including market movements (Greeks-based PnL attribution), idiosyncratic events, trading activities and other factors to explain the drivers of performance, with a focus on equity derivatives portfolios
- Prepare performance attribution reports for senior management, highlighting the primary PnL drivers and running ad-hoc detailed analysis when required
- Review, adjust (if required), and sign off daily firmwide PnL attribution reports. Work closely with technology and quants to support and improve processes related to PnL attribution.
Qualifications
- An advanced degree or equivalent in a quantitative subject such as Engineering, Mathematics, or Physics, plus at least 1 year of relevant work experience
- Advanced knowledge of equity derivatives products and risks. Strong coding skills in python.
- Detail oriented; Demonstrates thoroughness and strong ownership of work, with a good sense of urgency
- Team player with a strong willingness to participate and help others