Quantitative Researcher (Treasury)

Quantitative Researcher (Treasury)
Quantitative Researcher (Treasury)

Millennium is seeking a dedicated Treasury Quantitative Researcher to join our high-performing team in Tel Aviv. This role provides an outstanding opportunity to contribute to innovative projects that push the financial industry forward. You will work alongside a motivated team that values hard work, adaptability, and consistent achievement, maintaining the utmost commitment to excellence. We are building our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group as this platform provides the in-house pricing libraries used by trading in Fixed Income, Commodities, Credit, and FX businesses at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

Our Israel office is located in the Bursa area of Ramat Gan and offers a hybrid work model.
As a global firm, English proficiency is a must.

Responsibilities

Conducting detailed research and analysis on margin calculations across fixed income and equities.
Developing and improving global netting margin agreements.
Building and maintaining stress cash and margin models.
Applying your strong expertise in Python to build and implement quantitative models.
Collaborating with treasury, quant developers and technology to build different parts of quant research framework and library.
Successfully implementing quantitative research findings to improve financial performance.
Working closely with a global team of quants in London, New York, and Geneva
Enhancing Examples & providing documentation where required

Requirements

2+ years of professional experience using Python for quantitative analysis
Outstanding analytical and statistical skillset with solid domain understanding.
Bachelor's degree in quantitative field (M.A. degree is a plus)
Passion for working in finance.
Ability to work collaboratively in a team-oriented environment.
Ambitious and driven to compete at the highest levels of the financial industry.
Strong communication skills, both written and verbal.

Desirable skills/experience:

Experience with financial mathematics, statistics and broad understanding of financial services/instruments.
Job ID REQ-23089