Millennium is a global, diversified alternative investment firm, founded in 1989, which manages $77 billion in assets. Defined by evolution, innovation and focus, Millennium's mission is to deliver high-quality returns for our investors. Millennium seeks to empower talented professionals with the sophisticated expertise, resources and technology to pursue a diverse range of investment strategies across industry sectors, asset classes and geographies.

Responsibilities -
PnL Attribution
- Review, adjust, and sign off daily firmwide PnL attribution reports, ensuring completeness, accuracy, and consistency across portfolios.
- Prepare performance attribution reports for senior management and portfolio managers, highlighting primary PnL drivers and providing ad-hoc deep-dive analysis as required.
- Investigate and explain material PnL moves on a Trade Date and T+1 basis, acting as a key point of contact for traders, risk, and finance on all PnL-related queries.
- Develop systematic controls to validate and enhance PnL attribution processes, including automated reconciliations,



threshold-based alerts, and exception reporting.

Valuations & Pricing
- Monitor and validate both real-time and end-of-day pricing for all fixed income instruments across Rates, Credit, and FX, including derivatives and structured products.
- Ensure accurate end-of-day marks are aligned with market data, internal valuation policies, and observable datasets (e.g., yield curves, credit spreads, volatility surfaces, correlations).
- Monitor portfolio valuations versus counterparty marks, investigate and reconcile material differences, and support fair value and dispute resolution processes.

Risk & Greeks
- Maintain a solid working knowledge of Greeks-based risk sensitivities (DV01, CS01, Vega, Theta, Rho, Gamma, and higher-order sensitivities) and their application to PnL attribution across fixed income derivatives.
- Collaborate with quants and risk teams to ensure risk factor decompositions used

📌 PnL Attribution Analytics (Bengaluru)
🏢 Millennium
📍 Bengaluru