Millennium
Portfolio Pricing and Valuations Strats Analyst
$100K–$200K
New York, New York · On-site · Full-time · Posted May 19, 2026
- Experience
- 2+ years of professional experience in a similar role at a commodities trading house.
About the job
Advances real-time pricing, valuation, risk, and P&L infrastructure for global commodities trading.
What you'll do
- Maintain processes for firm-wide intraday and end-of-day risk and P&L production; automate pricing and valuation workflows.
- Model volatility surfaces, price options portfolios, and calibrate, monitor, and control forward curves.
- Help design pricing and marking methodologies, analyze data, and collaborate on derivative products and pricing-model changes.
What they ask for
- 2+ years of professional experience in a similar role at a commodities trading house.
- Strong mathematical finance and coding proficiency, including Python, Pandas, and SQL.
- Proficiency with latest AI toolkits.
- Expertise in commodities derivatives, particularly Energy (Natgas/Power/Crude), and deep understanding of options models, volatility surface fitting, and Greek P&L explain.
Pay
$100,000 to $200,000 USD base salary
Tools
Python, Pandas, SQL
AI focus
Proficiency with latest AI toolkits is required; specific AI work is not stated.
Model-written summary · the original posting is authoritative