Quant Excel Developer @ A2Mantra

Job Description

Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Front Office Technology team to build our next generation in-house analytics and trader support tools. This team will seat under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries, exposed via Excel Addins, Python to support trading in Fixed Income, Commodities, Credit and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities. Responsibilities Work closely with Quants and Quant Developers in London, Geneva, Tel Aviv and New York as well as Portfolio Managers, to develop fixed-income pricing and risk analytics tools for our in-house pricing library, using Excel. Take part in the development and enhancement of the library interface, enabling continuous firm wide risk. and p & l calculations Participate in the development of in house pre-trade analysis tools for Portfolio Managers, using Excel and Python. Mandatory Requirements At least a BSc in computer science or a related field Strong Excel development skill Front Office experience, working on a trading floor Experience working with Git Fixed Income analytical and mathematical skills Strong problem solving capabilities Solid communication skills Able to work independently in a fast-paced environment. Detail oriented, organized, demonstrating thoroughness and strong ownership of work Preferred Requirements Experience in developing Excel Addins with C++ / C# Understanding of various design patterns. Experience with Fixed income analytics: pricing & risk Experience with C

Employement Category:

Employement Type: Full time
Industry: Financial Services
Role Category: IT Operations / EDP / MISEmbedded / System Software
Functional Area: Not Applicable
Role/Responsibilies: Quant Excel Developer

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Keyskills:   Git problem solving communication skills C C design patterns Excel development Front Office experience Fixed Income analytical mathematical skills Fixed income analytics