Quantitative Risk Analyst - Commodities

Overview

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Millennium Partners is a multi-strategy hedge fund investing in a broad range of asset types including:
Equities, Commodities, and Fixed Income products. The firm is looking to recruit a Quantitative Risk Analyst in the Risk Management team in charge of covering the fund’s Global Commodities & Quant Futures/FX strategies.

Location: London

• Build data analysis models to identify patterns in portfolio managers' performance and highlight top PnL and risk drivers (e.g., factor models, risk decomposition).
• Design and implementation of risk and scenario GUI / visualization tools (dashboards).
• Development of option pricing & volatility models in partnership with the Quant Technology team.
• Handle large data sets and apply machine learning techniques to enhance traditional risk measures.
• Collaborate with risk managers across asset classes and with technology and data teams to capture requirements and monitor delivery.
• Regular interaction with portfolio managers across Europe and Asia.

• Masters or PhD level training in a quantitative field, e.g., Engineering, Computer Science, Mathematics or Physics.
• Minimum 3 years professional experience in Trading, Structuring, Risk or Quant role within a financial institution, fintech, trading house, or commodities house.
• Strong coding skills:
  Python, data science stack (Pandas, scikit-learn or equivalent), SQL. Familiarity with GUI development (Dash, Panel or equivalent).
• Experience designing, developing and deploying trading tools and GUIs and at least one of the following: risk models, option pricers, alpha signals, portfolio optimizers, trading algorithms.
• Experience in alpha research, portfolio optimization, commodities or trading environment is a plus.
• Ability to fit into the active culture of Millennium and deliver timely solutions to risk management issues within the firm.
• Entrepreneurial inclination: ability to work independently and act as a project manager.
• Strong written and verbal communication skills.
• Good team player who can prioritize in a fast-moving, high-pressure, constantly changing environment.
• Ability to work with Portfolio Managers and foster collaborative relationships.