Millennium
Quantitative Researcher - EQ Vol
$175K–$250K
New York, New York · On-site · Full-time · Posted Oct 13, 2026
- Experience
- 3+ years of experience as an Equity Derivatives quant or strat.
- Education
- Bachelor’s degree in Computer Science or a related field.
About the job
Develop and deploy equity-derivatives pricing, pre-trade analysis, and risk analytics for Millennium’s in-house pricing library.
What you'll do
- Build pricing, pre-trade analysis, and risk tools, focusing on equity derivatives.
- Work with Portfolio Managers and Risk Management on requirements, valuation, and risk methodologies.
- Collaborate with IT to deploy models into production.
What they ask for
- Bachelor’s degree in Computer Science or a related field.
- 3+ years of experience as an Equity Derivatives quant or strat.
- Good knowledge of Object-Oriented Programming.
- Strong analytical, mathematical, and problem-solving skills.
Nice to have
- MSc/PhD in a quantitative subject such as Quantitative Finance, Math, Physics or Engineering.
- C++; Python; experience in equity light exotics or structured products modeling.
Pay
$175,000 to $250,000 USD base salary
Tools
C++, Python
Model-written summary · the original posting is authoritative