Emea Head of Equities Pricing - London, United Kingdom - Millennium Management LLC

Millennium Management LLC
Millennium Management LLC
Verified Company
London, United Kingdom

1 month ago

Tom O´Connor

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Tom O´Connor

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Description
EMEA Head of Equities Pricing & PnL Analytics/Strats


Millennium, a leading global investment management firm with over $58bn AUM, is assembling a new team to design, implement and operate their platform to provide firmwide real-time valuations, risks and P&L for all Equity products, including listed instruments and exotics.

This hire would be the most senior person in the team in EMEA.

This position will require daily interactions with Portfolio Managers and Quants, and is an exceptional opportunity for an experienced Trader, Strat or Structurer to join Millennium in a senior position.


Responsibilities:


  • Direct responsibility for valuations and official PnL for Equities in EMEA
  • Primary goto point of contact for any pricing or riskrelated concerns in EMEA Equities
  • Drive the development of a bestinclass Equity Valuations, IPV and PnL Explain platform, with a focus on models calibration (forward parameters, vol surface fitting, dispersion, vol/var swap modelling)
  • Present EMEA valuation risks and updates at all the relevant internal committees and official forums
  • Maintain and support existing and new processes to provide continuous firm wide risk and P&L
Qualifications / Skills

  • At least 10y of experience working with equity derivatives pricing models, including experience marking/calibrating volatility surfaces
  • Detail oriented; Demonstrates thoroughness and strong ownership of work, with a good sense of urgency
  • Strong coding skills preferred
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