Job Description

Product Engineer – Equity Volatility

The successful candidate will join a team that designs and develops a real-time equity derivatives pricing and risk system and will work hands-on with other developers, QA and production support teams. Must have good understanding of pricing and risk functionalities of a trading system. Must have excellent communication skills and be a team player. Experience working in a Unix/Linux environment is a must.

Principal Responsibilities:

  • Monitor and maintain equity vol fitting processes to ensure accurate and up-to-date market data representation
  • Maintain an Equity Derivatives Real-time Pricing and Risk System
  • Analyze and solve issues with static data, market data, pricing, risk and PnL.
  • Interact with various stake holders including traders, Risk Managers and Middle Office personnel

    • Qualifications/Skills:

  • Experience in working with Equity Derivatives Pricing and Risk applications is stron...

    • Apply for this Position

    Ready to join Millennium Management? Click the button below to submit your application.

    Submit Application