Equity Derivative Data Analyst
Job Function summary
The successful candidate will oversee critical data used in the production of theoretical pricing and risk of equity derivative products (delta1 and volatility products) along with monitoring controls that validate and ensure the system integrity of the derivatives valuations framework.
Principal Responsibilities
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Derivatives Data Integrity – Manage critical model input data used in the theoretical pricing and risk of equity derivative instruments such as single name dividend projections, rate curves, and model calibration inputs.
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Reconciliation and Controls – Monitor daily reconciliation and control reports along with intraday checks of the theoretical pricing/risk systems.
Qualifications/Skills
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3+ years experience
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Experience with Equities products preferred (stocks and options)
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Experience running and monitoring daily checks and controls
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Experience with Bloomberg and Reuters
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Detail oriented; Demonstrates thoroughness and strong ownership of work
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Team player with a strong willingness to participate and help others
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Able to prioritize in a fast moving, high pressure, constantly changing environment
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Strong sense of urgency
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Strong communication skills; Quick learner
Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. The estimated base salary range for this position is $70,000 to $145,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.
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