14 of 14 Credit Derivative Jobs

trader support tools. The Engineer will help develop and maintain the in-house pricing modes to support trading in Fixed Income, Commodities, Credit, and FX.Responsibilities:Work closely with Quants globally and participate in the development of our in-house … pricing modelsHelp with the overall design of the pricing models within the firmQuant Analysts Must Ideally Have:Substantial experience with developing Credit Derivative pricing modelsIn depth understanding of credit products, including CDS, Credit index and Options, CDO Tranches, Corporate Bonds.Knowledge of other asset ...

Product Control/Trade Validation function within a leading global Investment Bank.The team provides independent control of trading activity, ensuring Credit Derivative transactions are accurately represented from Front Office trade capture through the full Front-to-Back (F2B) lifecycle and into post-trade systems.This is a senior … role combining deep Credit Derivatives expertise, Trade Validation/Operations knowledge and Change & Transformation experience.This role is based in London.This role will be Via Umbrella.Working in a Hybrid Model of 2-3 days a week on site.Key SkillsAct as the Credit Derivatives SME across the EMEA ...

Product Control/Trade Validation function within a leading global Investment Bank. The team provides independent control of trading activity, ensuring Credit Derivative transactions are accurately represented from Front Office trade capture through the full Front-to-Back (F2B) lifecycle and into post-trade systems. This … senior SME role combining deep Credit Derivatives expertise, Trade Validation/Operations knowledge and Change & Transformation experience. This role is based in London. This role will be Via Umbrella. Working in a Hybrid Model of 2-3 days a week on site. Key SkillsAct as the Credit ...

expanding range of OTC Exotic Derivatives asset classes including: Equity Derivatives (OTC & ETD) including Structured Products & Structured Notes FX Interest Rate Swaps Credit Derivatives Futures & Options OTC Commodities Cryptocurrencies The organisation is continuously expanding its product offering and international footprint, creating significant opportunity for operational build ...

workstream, in line with budget, deadlines, and quality commitments Cover OTC products front-to-back: Equity Derivatives (EQD), Interest Rate Derivatives (IRD), and Credit Derivatives (CRD) Coordinate preliminary studies with the business/sponsor and ensure requirements are properly defined, validated, and technically feasible Identify and manage risks ...

solutions and deliver high impact production change.Manage third-line support of Production and Test systems.Candidate Profile/Key Skills:System design knowledge applicable to Derivative Trade Capture or Front‐to‐Back processing systems or similar. Will need to be able to lead all aspects of the engineering of external … executed in iterations over multiple years.Strong verbal and written English skills.It would help us if you have:Knowledge of Credit Derivative Trade Capture and Life-cycling as well as knowledge of Derivative Clearing.Embraced AI development tools in a team environment to successfully accelerate development and/ ...

them thoroughly, finding appropriate solutions and working with development squad to implement them. This BA position requires good analytical knowledge on Fixed Income and Derivative products from Front Office perspective.FiTP is the primary deal capture, trade processing, inline PV & risk, and workflow processing for Vanilla and Exotic IR derivatives … being the strategic capture system for several other asset classes.The team is responsible for supporting the business in the development of functionalities for derivative products. trade capture and processing.The team actively engages with the multiple trading desks involved, Middle Office and Operations, Financial Control, Market Risk management, Regulatory, Credit ...

PERMANENT| 115,000.00PER ANNUMRECRUITER: | Simon Blau Counterparty Credit Risk Quant - Vice PresidentCity of LondonHybrid (3/2 split)PermanentUp to 115,000cer Financial are working alongside an exciting, mid-tier bank, who are based in the City of London. They are seeking a Counterparty Credit Risk … Risk (CCR) analytics within financial services.Solid understanding of CCR metrics, including Potential Exposure, Wrong-Way Risk, and Stress Testing.Extensive knowledge of Fixed Income and Derivative products, including Bonds, Repos, and IR/FX/Credit derivatives, and their associated risks.Hands-on experience with risk models such ...

Lead the design, development and enhancement of Pricing & Risk management models for interest rate, credit, or inflation derivatives Define modelling frameworks and numerical techniques for pricing and risk management Assess model risk, calibration methodologies, and sensitivity frameworks Act as the primary quantitative partner for London Trading and Structuring … Markets Strong exposure to Fixed Income Deep expertise in Interest Rate modelling, including multi-curve frameworks and stochastic volatility models Strong knowledge of Credit and Inflation derivatives valuation Solid understanding of model calibration techniques and numerical methods, including Monte Carlo, PDE, lattice methods, and adjoint differentiation methods Strong ...

Specialisms: London, HybridShape the future of Counterparty Credit Risk at one of the world’s leading banking groups.We’re partnering with a global banking organisation that is investing heavily in its risk capabilities and looking to appoint a Vice President, Counterparty Credit Risk Quant to play … role in the development of its stress testing, capital and counterparty credit risk frameworks across the EMEA region.This is a rare opportunity to step into a highly visible position that sits at the intersection of quantitative modelling, risk management and strategic decision-making. You’ll work directly with ...

commuting routes, with central London just 15 minutes away by train.The Team:FICC Electronic Trading supports eTrading businesses across Fixed Income, Currencies & Commodities. Credit eTrading sits within FICC eTrading and is focused on the electronic trading of corporate bonds and credit derivatives.The team is global, across … contact for traders/quants in London & Paris.This Lead Software Engineer role sits within the FICC Electronic Trading technology team, focused on Credit eTrading. Alongside supporting the continued existing Credit eTrading technology stack, you will lead the buildout of shared services for eTrading across FICC. ...

managers/deal teams, Risk Management, and investor reporting. What you’ll do Manage the valuation and models for various products, such as credit derivatives, interest rate swaps/swaptions, FX derivatives, government bonds, and corporate bonds. Manage the process to control market data inputs to the valuation … models—such as yield curve, inflation curve, volatility surfaces, and credit curves—and ensure the valuation process followes the firm’s valuation policy. Perform price testing analysis with counterparty valuation and other third-party vendors’ prices. Maintain valuation support documentation to evidence the accuracy of investment valuations. Liaise ...

ROLE PROFILE: CDSClear is responsible for clearing Credit Default Swap (CDS) indices, single names and options across European, US and Asian markets. Risk is a core capability of the service, supporting intraday and overnight batch margin calculations, member‐facing what‐if simulations, and pricing analytics. This contract role … based source control Preferred/Nice to Have Experience working alongside C++ or other native analytics libraries Familiarity with derivatives products, particularly credit derivatives Exposure to cloud or hybrid environments (e.g. AWS) Infrastructure‐as‐code or deployment automation (e.g. Terraform, Ansible) Monitoring and observability tooling in enterprise environments ...

ROLE PROFILE:CDSClear is responsible for clearing Credit Default Swap (CDS) indices, single names and options across European, US and Asian markets.Risk is a core capability of the service, supporting intraday and overnight batch margin calculations, member‐facing what‐if simulations, and pricing analytics.This contract role sits within … GitLab, JUnit, Mockito, CucumberGit-based source controlPreferred/Nice to HaveExperience working alongside C++ or other native analytics librariesFamiliarity with derivatives products, particularly credit derivativesExposure to cloud or hybrid environments (e.g. AWS)Infrastructure-as-code or deployment automation (e.g. Terraform, Ansible)Monitoring and observability tooling in enterprise environmentsWhy ...