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Millennium · 2 hours ago

Structured Product Quant/Strat

New York, New York, United States of America

Full-time

Onsite

Senior Level

$160K/yr - $250K/yr

5+ years exp

Millennium’s FI Risk team is looking for a Structured Product Quant/Strat. This person will work with the existing risk and technology teams to build default and loss curves by leveraging available structured product models and historical data across the fund’s various structured product types.

Asset ManagementFinanceFinancial ServicesHedge Funds

H1B Sponsor Likely

Qualification

Structured Product AnalyticsRisk ManagementSQLPythonExcelData Analytics PrototypesInterpersonal SkillsOrganizational SkillsProblem Solving

Required

5-10 years of experience in Structured Product Analytics / Risk (preferably Front Office Risk) / Trading at a sell or buy-side firm

Comprehensive knowledge of structured products including non-agency RMBS, CMBS, CMBX, CRT, CLO, ABS, ABF, MSR, residential whole loans, commercial loans, student loans and consumer loans

Deep understanding of product-specific model assumptions, analytics outputs, and relevant data sources for historical pricing and market data

Advanced skills in constructing historical pricing time series (spreads, prices, etc.) and conducting historical P&L and stress simulations based on such datasets

Demonstrated proficiency with large datasets, including data cleaning and verification using SQL, Excel and Python

Strong hands-on experience building complex data analytics prototypes in Excel, developing specifications and performing user testing post-implementation. Experience in writing production-level code is a plus

Proven track record of managing risk technology development resources and solving problems

Strong interpersonal skills, with the ability to communicate with senior leaders including management and Portfolio Managers

High sensitivity to details and strong sense of urgency, and strong organizational skills. Ability to reason through and solve open ended questions

Benefits

Discretionary performance bonus

Comprehensive benefits package

Company

Millennium

Glassdoor3.7

Millennium is a global, diversified alternative investment firm, founded in 1989, which manages $83.5 billion in assets.

Founded in 1989

New York, New York, USA

5001-10000 employees

https://www.mlp.com

H1B Sponsorship

Millennium has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

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Trends of Total Sponsorships

2025 (264)

2024 (146)

2023 (156)

2022 (146)

2021 (73)

2020 (86)