Equity Derivatives Performance Attribution Specialist

1 month ago


London, Greater London, United Kingdom Millennium Management Full time

Role: Equity Derivatives Performance Attribution Specialist

Location: London

About the Opportunity

We are seeking a highly skilled Equity Derivatives Performance Attribution Specialist to join our team at Millennium Management. This is an exceptional opportunity to work in a high-growth area and contribute to the development of our next-generation equity volatility fitting platform.

About the Role

  • Break down the performance of all equity-linked positions into its various components, including market movements (Greeks-based PnL attribution), idiosyncratic events, trading activities and other factors to explain the drivers of performance, with a focus on equity derivatives portfolios
  • Prepare performance attribution reports for senior management, highlighting the primary PnL drivers and running ad-hoc detailed analysis when required
  • Review, adjust (if required), and sign off daily firmwide PnL attribution reports. Work closely with technology and quants to support and improve processes related to PnL attribution.
  • Develop systematic controls to validate performance attribution processes

Your Background

  • An advanced degree or equivalent in a quantitative subject such as Engineering, Mathematics, or Physics, plus at least 3 years of relevant work experience
  • Advanced knowledge of equity derivatives products and risks
  • Strong coding skills in python
  • Detail oriented; Demonstrates thoroughness and strong ownership of work, with a good sense of urgency
  • Team player with a strong willingness to participate and help others

What We Offer

  • A competitive salary: £80,000 - £110,000 per annum
  • A chance to work with a leading investment management firm
  • Opportunities for professional growth and development


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