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Millennium Management

Senior Quantitative Trader.

Millennium Management, New York, New York, us, 10261

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Overview Senior Quantitative Trader

Central Liquidity Strategies (CLS) employs numerous strategies and risk portfolios designed to optimize the firm’s trading and execution approach by providing internal liquidity solutions for portfolio managers on both an internal risk and agency basis.

We are currently seeking a Senior Quantitative Trader who will help devise, grow and oversee some green-field strategies in the Americas focused on the delta-one and synthetics space. Based in New York, the right candidate will be entrepreneurial and have an in-depth understanding of financial markets, equity trading, synthetic and delta-one products, paired with excellent analytical and decision-making skills and risk-management experience.

Responsibilities The successful candidate will be expected to :

Oversee a trading book focused on delta-one products, including ETFs, Swaps, Baskets (both Vanilla and Custom) and Futures

Have a detailed understanding of financing models and various sources of basis risk, as well as corporate actions and implications on products and risk management

Monitor and manage various risks within company guidelines and risk parameters, including market, liquidity and operational risks

Supervise and mentor junior traders and researchers

Develop and maintain strong relationships with counterparties and clients

Qualifications / Skills Required

8+ years of experience in a trading or execution seat

Bachelor's degree in Mathematics, Physics, Finance, Economics, Econometrics, Financial Engineering, Operations Research or similar

Significant experience at a risk owner / senior trader level with ETFs, Futures, Swaps, Baskets, Custom Indices and vanilla derivatives

Understanding of factor models as they pertain to the provision of factor baskets

Strong operational & event risk management skills with experience of managing systematic strategies

Excellent analytical and quantitative skills, and ability to use Python or KDB for analysis and research purposes

Ability to make decisions quickly under pressure

Excellent communication skills, with the ability to work effectively in a team environment

The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. 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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