Job Description

Treasury Quantitative Researcher
Millennium is seeking a dedicated Treasury Quantitative Researcher to join our high-performing team in Millennium, Bangalore, India.


This role provides an outstanding opportunity to contribute to innovative projects that push the financial industry forward. You will work alongside a motivated team that values hard work, adaptability, and consistent achievement, maintaining the utmost commitment to excellence.


We are building our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group as this platform provides the in-house pricing libraries used by trading in Fixed Income, Commodities, Credit, and FX businesses at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.

Principal Responsibilities

• Conducting detailed research and analysis on margin calculations across fixed income and equities.
• Developing and improving global netting margin agreements.
• Building and maintaining stress cash and margin models.
• Applying your strong expertise in Python to build and implement quantitative models.
• Collaborating with treasury, quant developers and technology to build different parts of quant research framework and library.
• Successfully implementing quantitative research findings to improve financial performance.
• Working closely with a global team of quants in London, New York, and Geneva
• Enhancing Examples & providing documentation where required

Qualifications/Skills Desired

• 2+ years of professional experience using Python for quantitative analysis
• At least 2 years of experience working with Equities or Fixed Income quantitative analysis ideally in treasury or prime financing
• Outstanding analytical and statistical skillset with solid domain understanding.
• Ability to work collaboratively in a team-oriented environment.
• Ambitious and driven to compete at the highest levels of the financial industry.
• Demonstrated strong problem-solving abilities, with a knack for complex troubleshooting and root cause analysis.
• Excellent team player with a strong willingness to contribute and assist others.
• Exceptional interpersonal and written communication skills.

Education and Experience :

• Bachelor's / Master's degree in Computer Science, Mathematics, or a related field.
• A minimum of 2-5 years of relevant work experience.