Millennium is a global, diversified alternative investment firm, founded in 1989, which manages $77 billion in assets. Defined by evolution, innovation and focus, Millennium's mission is to deliver high-quality returns for our investors. Millennium seeks to empower talented professionals with the sophisticated expertise, resources and technology to pursue a diverse range of investment strategies across industry sectors, asset classes and geographies.
Responsibilities -
Review, adjust, and sign off daily firmwide PnL attribution reports, ensuring completeness, accuracy, and consistency across portfolios.
Prepare performance attribution reports for senior management and portfolio managers, highlighting primary PnL drivers and providing ad-hoc deep-dive analysis as required.
Investigate and explain material PnL moves on a Trade Date and T+1 basis, acting as a key point of contact for traders, risk, and finance on all PnL-related queries.
Develop systematic controls to validate and enhance PnL attribution processes, including automated reconciliations, threshold-based alerts, and exception reporting.
An advanced degree (Master's or equivalent) in a quantitative discipline such as Engineering, Mathematics, Physics, Financial Engineering, or a related field.
Experience in PnL attribution, derivatives pricing/valuations, quantitative risk, or a closely related function within a front-office, risk, or portfolio analytics environment.
Knowledge of fixed income products and their risk profiles across Rates, Credit, and FX, including derivatives, structured products, and asset-backed securities, with a strong understanding of relevant valuation methodologies.
Solid understanding of Greeks-based risk and their role in PnL decomposition.
Coding skills in Python (experience in similar languages is a plus), with the ability to work efficiently with large datasets, build automation, and develop analytical tools.
Highly detail-oriented, with a strong sense of ownership, rigour, accountability, and urgency in all aspects of pricing, PnL, and controls.
Excellent communication skills, with the ability to interact effectively with portfolio managers, quants, risk, and technology teams across the firm.
Collaborative team player with a strong willingness to support others, adapt quickly, and thrive in a fast-moving, high-pressure environment.
