Millennium Management LLC
The PnL Attribution Analytics role supports the rebucketing of option-volatility PnL explanations at the portfolio manager level, ensuring accurate allocation to risk buckets. The position involves investigating PnL drivers, reconciling discrepancies, and validating main PnL drivers against market moves and risks. This role requires strong analytical skills, advanced knowledge of derivatives pricing models, and proficiency in Python to support continuous improvement of PnL explain user interfaces.
Headquarters
New York, New York, United States
Company Size
5001-10000 employees
Founded
1989
Millennium Management (MLP) is a global, diversified alternative investment firm focused on delivering high‑quality, risk‑adjusted returns for institutional investors. It operates a multi‑manager platform that allocates capital to numerous independent trading teams across systematic and discretionary strategies, asset classes, and geographies. The firm emphasizes rigorous risk management, proprietary research, and scalable infrastructure — combining quantitative tools, execution capabilities, and centralized oversight to support diverse strategies. Millennium primarily serves pension funds, endowments, foundations and other institutional clients with a data‑driven, performance‑oriented approach.
Headquarters
San Francisco, CA
Company Size
201-500 employees
Founded
2018
Industry
Technology
Glassdoor Rating
4.2 / 5
Sarah Johnson
Chief Executive Officer
Michael Chen
Chief Technology Officer
Emily Williams
VP of Engineering
David Rodriguez
VP of Product
Jessica Thompson
Chief Financial Officer
Andrew Park
VP of Sales
View leadership team, funding history,
and employee contacts for Millennium Management LLC.
Millennium Management LLC didn’t post a salary, so this is our estimate from similar listings.
7% below the average for this role
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