Portfolio Pricing And Analytics Analyst

Portfolio Pricing and Analytics AnalystJob ResponsibilitiesDaily validation and sign-off of PnL and Risks produced by the Millennium platform, with a focus on Equity portfoliosInteract with developers and quants to investigate and resolve pricing, PnL or Risk issues, and to design automated controls around thoseExplain and validate the main drivers of PnL, against risks and market movesUnderstanding the Greeks and PnL drivers, with a strong intuition of how the interaction of various parameters can affect pricing and PnLSOD sign-off of risks and PnL across the various systemsQualifications, Skills and RequirementsAdvanced degree in a quantitative subject, such as Engineering or Maths, and at least 3 years of relevant work experienceStrong Analytical Skills and advanced knowledge of derivatives pricing modelsExperience with Coding (VBA/Python, etc) preferredEffective verbal and written communication skillsAbility to work on multiple tasks simultaneously.