Be at the heart of actionFly remote-controlled drones into enemy territory to gather vital information.

Apply Now

Quantitative Researcher - Rates

Millennium
London
3 days ago
Create job alert

Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. We are assembling a strong Quant Technology team to build our next generation in-house analytics and trader support tools. This team will sit under the Fixed Income & Commodities Technology (FICT) group and will develop and maintain the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities.
Responsibilities

  • Work closely with Quants in London, Geneva & New York to maintain and develop our cross-asset pricing and risk library
  • Work with the business and other Quants to deliver cutting hedge Foreign Exchange specific pre-trade, pricing and risk analytics tools

Requirements

  • Previous experience with developing pricing/valuation models for Linear Rates, including interest rate curve construction, Inflation modelling, derivative instrument pricing, is required
  • Experience working with FX products, including vanillas and exotics, is preferable but not essential
  • Strong knowledge in at least one of the main numerical methods Monte Carlo, Finite Differences, Finite Elements.
  • Modern C++ professional programming experience is preferred
  • Experience supporting traders or portfolio managers on regular questions like pnl/risk explain and/or pre-trade analysis tools
  • Strong analytical and mathematical skills
  • Strong problem solving capabilities
  • Excellence driven, detail oriented and organized
  • Demonstrating thoroughness and strong ownership of work
  • Solid communication skills

Related Jobs

View all jobs

Quantitative Researcher

Quantitative Researcher (Optimisation)

Quantitative Researcher - Rates

Quantitative Researcher - Fundamental Equity Research

Quantitative Risk Analyst

Senior Quantitative Researcher

Subscribe to Future Tech Insights for the latest jobs & insights, direct to your inbox.

By subscribing, you agree to our privacy policy and terms of service.

Industry Insights

Discover insightful articles, industry insights, expert tips, and curated resources.

Neurodiversity in Data Science Careers: Turning Different Thinking into a Superpower

Data science is all about turning messy, real-world information into decisions, products & insights. It sits at the crossroads of maths, coding, business & communication – which means it needs people who see patterns, ask unusual questions & challenge assumptions. That makes data science a natural fit for many neurodivergent people, including those with ADHD, autism & dyslexia. If you’re neurodivergent & thinking about a data science career, you might have heard comments like “you’re too distracted for complex analysis”, “too literal for stakeholder work” or “too disorganised for large projects”. In reality, the same traits that can make traditional environments difficult often line up beautifully with data science work. This guide is written for data science job seekers in the UK. We’ll explore: What neurodiversity means in a data science context How ADHD, autism & dyslexia strengths map to common data science roles Practical workplace adjustments you can request under UK law How to talk about your neurodivergence in applications & interviews By the end, you’ll have a clearer sense of where you might thrive in data science – & how to turn “different thinking” into a real career advantage.

Data Science Recruitment Trends 2025 (UK): What Job Seekers Need To Know About Today’s Hiring Process

Summary: UK data science hiring has shifted from title‑led CV screens to capability‑driven assessments that emphasise rigorous problem framing, high‑quality analytics & modelling, experiment/causality, production awareness (MLOps), governance/ethics, and measurable product or commercial impact. This guide explains what’s changed, what to expect in interviews & how to prepare—especially for product/data scientists, applied ML scientists, decision scientists, econometricians, growth/marketing analysts, and ML‑adjacent data scientists supporting LLM/AI products. Who this is for: Product/decision/data scientists, applied ML scientists, econometrics & causal inference specialists, experimentation leads, analytics engineers crossing into DS, ML generalists with strong statistics, and data scientists collaborating with platform/MLOps teams in the UK.

Why Data Science Careers in the UK Are Becoming More Multidisciplinary

Data science once meant advanced statistics, machine learning models and coding in Python or R. In the UK today, it has become one of the most in-demand professions across sectors — from healthcare to finance, retail to government. But as the field matures, employers now expect more than technical modelling skills. Modern data science is multidisciplinary. It requires not just coding and algorithms, but also legal knowledge, ethical reasoning, psychological insight, linguistic clarity and human-centred design. Data scientists are expected to interpret, communicate and apply data responsibly, with awareness of law, human behaviour and accessibility. In this article, we’ll explore why data science careers in the UK are becoming more multidisciplinary, how these five disciplines intersect with data science, and what job-seekers & employers need to know to succeed in this transformed field.