Fixed Income Portfolio PnL Attribution Analytics
Millennium Management LLC, City of Westminster
Fixed Income Portfolio PnL Attribution Analytics
Salary not available. View on company website.
Millennium Management LLC, City of Westminster
- Full time
- Permanent
- Onsite working
Posted 1 week ago, 13 Jul | Get your application in now before you're too late!
Closing date: Closing date not specified
job Ref: 41d2df92fbfd4f9fa73e8ed8ab2d9b8b
Full Job Description
Fixed Income Portfolio PnL Attribution Analytics
Company: Millennium Management, LLC
Location: London, United Kingdom
Type: Permanent
Date Posted: 2025-07-12
Job ID: 22702332
Employment Type: Full time
Salary: Competitive
Job Description
Millennium is assembling a new team to design, implement and operate their next generation intraday firm wide pricing, risk and PnL for all Fixed Income products, covering: Rates, FX, Credit and asset backed securities. This is an exceptional opportunity to join Millennium in a high-growth area. The role will breakdown the performance of all Fixed Income portfolios into various components such as: market movements (Greeks-based PnL attribution), trading activities and other factors to explain the drivers of performance. The role will have significant interaction with senior stakeholders across Core & Trading.
Job Responsibilities
- Break down the performance of all positions into its various components, including market movements (Greeks-based PnL attribution), idiosyncratic events, trading activities and other factors to explain the drivers of performance, with a focus on fixed income portfolios.
- Prepare performance attribution reports for senior management, highlighting the primary PnL drivers and running ad-hoc detailed analysis when required.
- Review, adjust (if required), and sign off daily firmwide PnL attribution reports.
- Work closely with technology and quants to support and improve processes related to PnL attribution.
- Develop systematic controls to validate performance attribution processes.
Qualifications
- An advanced degree or equivalent in a quantitative subject such as Engineering, Mathematics, or Physics.
- Minimum 6 years of relevant work experience.
- Advanced knowledge of fixed income derivative products and risks.
- Strong coding skills in Python.
- Detail oriented; Demonstrates thoroughness and strong ownership of work, with a good sense of urgency.
- Team player with a strong willingness to participate and help others.
#s1-Gen
Fixed Income Portfolio PnL Attribution Analytics Fixed Income Portfolio PnL Attribution Analytics Millennium is assembling a new team to design, implement and operate their next generation intraday firm wide pricing, risk and PnL for all Fixed Income products, covering: Rates, FX, Credit and asset backed securities. This is an exceptional opportunity to join Millennium in a high-growth area. The role will breakdown the performance of all Fixed Income portfolios into various components such as: market movements (Greeks-based PnL attribution), trading activities and other factors to explain the drivers of performance. The role will have significant interaction with senior stakeholders across Core & Trading. Job Responsibilities Break down the performance of all positions into its various components, including market movements (Greeks-based PnL attribution), idiosyncratic events, trading activities and other factors to explain the drivers of performance, with a focus on fixed income
portfolios Prepare performance attribution reports for senior management, highlighting the primary PnL drivers and running ad-hoc detailed analysis when required Review, adjust (if required), and sign off daily firmwide PnL attribution reports. Work closely with technology and quants to support and improve processes related to PnL attribution. Develop systematic controls to validate performance attribution processes Qualifications An advanced degree or equivalent in a quantitative subject such as Engineering, Mathematics, or Physics Minimum 6 years of relevant work experience Advanced knowledge of fixed income derivative products and risks Strong coding skills in python Detail oriented; Demonstrates thoroughness and strong ownership of work, with a good sense of urgency Team player with a strong willingness to participate and help others.
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