Portfolio Pricing and Valuations Strats AnalystThe 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 ResponsibilitiesMaintain and support processes related to the production of firm-wide intraday and eod risk and p&lAutomation and streamlining of pricing and valuations workflowsVolatility surface modeling and options portfolio pricingForward curve calibration, monitoring and controlsAssist in the design and implementation of new pricing and marking methodologies and related data analysisCollaborate 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 modelsQualifications/Skills 2+ years of professional experience in a similar role at a Commodities trading houseStrong math finance and coding proficiency (Python, Pandas, SQL)Proficiency with latest AI toolkitsCommodities derivatives products expertise, particularly in Energy (Natgas/Power/Crude)Deep understanding of options models, vol surface fitting and greek p&l explainDetail oriented; demonstrates thoroughness and strong ownership of workIndependent worker with a strong ability to collaborate across teamsAble to prioritize and deliver in a fast moving, high pressure, dynamic environmentMillennium 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.Recruiter:Stephen FloydHiring Manager:Jerry YooDepartment:Operations & Middle Office
Portfolio Pricing and Valuations Strats Analyst in new york at Unknown Company
This position is listed as full time and onsite.