Portfolio Pricing and Valuations Strats Analyst
Millennium•New York, NY
•Onsite
About The Position
The 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.
Requirements
- 2+ years of professional experience in a similar role at a Commodities trading house
- Strong math finance and coding proficiency (Python, Pandas, SQL)
- Proficiency with latest AI toolkits
- Commodities derivatives products expertise, particularly in Energy (Natgas/Power/Crude)
- Deep understanding of options models, vol surface fitting and greek p&l explain
- Detail oriented; demonstrates thoroughness and strong ownership of work
- Independent worker with a strong ability to collaborate across teams
- Able to prioritize and deliver in a fast moving, high pressure, dynamic environment
Responsibilities
- Maintain and support processes related to the production of firm-wide intraday and eod risk and p&l
- Automation and streamlining of pricing and valuations workflows
- Volatility surface modeling and options portfolio pricing
- Forward curve calibration, monitoring and controls
- Assist in the design and implementation of new pricing and marking methodologies and related data analysis
- Collaborate 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 models
Benefits
- base salary
- discretionary performance bonus
- comprehensive benefits package
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
