Portfolio Pricing and Valuations Analyst
Millennium is seeking a Portfolio Pricing and Valuations Analyst in Hong Kong. This role
sits in the Equity Portfolio Pricing and Valuations Group which has primary responsibility
for the valuations of fund positions across all equity products. The candidate will
work, as part of the team, to implement the valuation methodologies used by the fund
for all equity products and ensure integrity of daily marks used in fund P&L and NAV.
The successful candidate will work closely with colleagues across functions including
Valuations, Middle Office, Risk Management & Technology in addition to regularly
interacting with Portfolio Managers and Business Management. This role offers an
exciting opportunity for career growth and development with the opportunity to work in a
team of well experienced professionals with diverse backgrounds across both the buy
and sell side.
Job Responsibilities
• Pricing and valuation for all equity and equity linked products at Millennium in
APAC including vanilla options, exotics and convertibles.
• Design and build controls to ensure accurate and robust mark to market
pricing and PnL.
• Actively contribute to the daily processes around marking of volatility, dividend
and borrow curves across multiple markets and underlying types.
• Development of robust PnL attribution systems for complex portfolios across
multiple trading strategies.
• Answer queries from Portfolio Managers on valuation, marking and P&L
related issues.
Qualifications
• An advanced degree or equivalent in a quantitative field such as Engineering,
Mathematics, Physics, or a related discipline.
• 3-5 years of relevant work experience, with a strong focus on equity derivative
products; open to candidates from Finance/Product Control and Middle Office
backgrounds.
• Strong knowledge of derivative products, pricing models and risks .
• Strong coding skills in Python, with experience in developing tools for data
analysis.
• Highly detail-oriented, demonstrating thoroughness and a strong sense of
ownership over work.
• Ability to collaborate actively with cross functional and cross regional teams.
• Strong communication skills, with the ability to present complex concepts to
both technical and non-technical audiences.
• Strong sense of urgency with ability to prioritize and deliver in a fast moving,
high pressure environment.
23587524