Quantitative Researcher (Treasury)

Millennium is seeking a dedicated Treasury Quantitative Researcher to join our high-performing team in Tel Aviv. 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.

Our Israel office is located in the Bursa area of Ramat Gan. As a global firm, English proficiency is a must.
 

Responsibilities

• Conducting detailed research and analysis on margin calculations across fixed income and equities.
• Collaborating with our treasury team, FIC business management team, quant developers and technology to build different parts of quant research framework and library.
• 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.
• 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
   

Requirements

• Minimum 2-3 years’ experience working with Python, and data analysis libraries (Pandas/Polars/Numpy).
• Bachelor’s degree in Computer Science, Mathematics, Engineering or similar, from a leading university. (M.A. degree is a plus)
• Outstanding analytical and statistical skillset with solid domain understanding.
• Passion for working in finance.
• Ability to work collaboratively in a team-oriented environment.
• Ambitious and driven to compete at the highest levels of the financial industry.
• Strong communication skills, both written and verbal.
   

Desirable skills/experience:

• Experience with financial mathematics, statistics and broad understanding of financial services/instruments.