Job Description
Job Description
The Individual Will Need To
- Enjoy working in a fast pace, collaborative environment across multiple quantitative functions of the Treasury Group.
- Manage key user requests, translating technical specifications into data-driven models and automated reporting.
- Work with key stakeholders, including Operations and Technology, to develop, implement and deploy the aforementioned models and reports into the firm's infrastructure.
- Assist in the development of a systematic process for cost efficiently allocating Millennium's multi-asset portfolio across various financing counterparties within the region.
- Assist in the deployment of the Firm's stress liquidity framework, which ensures the firm has sufficient capital in times of market stress.
- Assist in the development of a quantitative framework for allocating capital charges (based on capital consumption) to relevant portfolio managers.
Responsibilities
- Collaborate with quantitative modell...
The Individual Will Need To
- Enjoy working in a fast pace, collaborative environment across multiple quantitative functions of the Treasury Group.
- Manage key user requests, translating technical specifications into data-driven models and automated reporting.
- Work with key stakeholders, including Operations and Technology, to develop, implement and deploy the aforementioned models and reports into the firm's infrastructure.
- Assist in the development of a systematic process for cost efficiently allocating Millennium's multi-asset portfolio across various financing counterparties within the region.
- Assist in the deployment of the Firm's stress liquidity framework, which ensures the firm has sufficient capital in times of market stress.
- Assist in the development of a quantitative framework for allocating capital charges (based on capital consumption) to relevant portfolio managers.
Responsibilities
- Collaborate with quantitative modell...
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