Quantitative Researcher - Treasury
Millennium is seeking a Quantitative Researcher for its Treasury team to develop next-generation analytical and trading systems supporting the firm's multi-manager business model. The role involves building proprietary quantitative models and advanced analytics to support treasury operations and risk management in a collaborative, high-performance environment.
Skills required
About this role
About Millennium
Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium's mission is to deliver results for our investors.
Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning. With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time. Discover how transformative growth accelerates impact.
Meet the Team
Core to the health and growth of our business, the firm's active, multi-manager business model demands flexible, scalable technology and advanced proprietary systems, including the development of the next generation of analytical and trading capabilities. This high-performing quant modeling team in New York, NY builds Millennium's next generation of in-house analytics and trader support tools, working alongside a global group of quants. It is a motivated environment that values hard work, adaptability, and consistent achievement, with the utmost commitment to excellence.
What You'll Do
- Conduct detailed analysis on margin calculations across fixed income and equities.
- Collaborate with the treasury team, FIC business management team, quant developers, and technology to build out the quant research framework and library.
- Optimize, enhance, and maintain the margin and stress cash models.
- Implement global netting margin agreements.
- Apply strong Python expertise to build and implement quantitative models, with hands-on development throughout.
- Translate quantitative research findings into improved financial performance.
- Work closely with a global team of quants in New York, London, Geneva, and Tel Aviv.
- Own delivery timelines for Treasury applications and projects, including supporting examples and documentation.
What You Bring
- 2+ years of professional experience using Python for quantitative analysis.
- 2+ years of experience in equities or fixed income quantitative analysis, ideally in treasury or prime financing.
- Outstanding analytical and statistical skills, with solid domain understanding.
- Ability to work collaboratively in a team-oriented environment.
- Ambitious and driven to compete at the highest levels of the financial industry.
- Strong communication skills, both written and verbal.
Salary Range
Millennium offers a total compensation package which includes a base salary, discretionary performance bonus, and comprehensive benefits. The estimated base salary range for this position is $175,000 to $250,000, 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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