9 of 9 Equity Derivative Jobs in London

independently with little to no oversight Practical cloud native experience Preferred qualifications, capabilities, and skills Experience of working in a front office environment within financial services Understanding of Equity Derivatives products. Experience of publish/subscribe messaging protocols e.g. AMQP, RabbitMQ Exposure to Relational Database Management Systems (Sybase) Exposure to NoSQL systems (Cassandra, MongoDB .etc.) Education to degree More ❯

skills Experienced with WPF,C#. Experience with order management and trading user interfaces. Experienced with Java, Gradle, and Jenkins. Practical experience with AWS. Understanding of financial products, specifically equity derivatives. Experience of publish/subscribe messaging protocols e.g. AMQP. Exposure to NoSQL systems such as Cassandra and MongoDB. More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You … experienced colleagues. Collaborate with the IT organisation to align with their foundational systems and ensure the platform meets operational and SLA requirements. Key Skills: Python C++ Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities. CI/CD … Pipelines Visual Studio 2017 Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Visual Studio 2017, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You … experienced colleagues. Collaborate with the IT organisation to align with their foundational systems and ensure the platform meets operational and SLA requirements. Key Skills: Python C++ Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities. CI/CD … Pipelines Visual Studio 2017 Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via an umbrella. You will More ❯

Flow Volatility Pricing Risk and Systematic Trading Team. In this role, you will play a key part in the rollout of a cutting-edge algorithmic trading platform for equity derivatives, leveraging a combination of internal solutions and external vendor applications. This is an exciting opportunity to contribute to innovative projects at the intersection of technology and financial markets … on expertise in multithreaded programming and zero garbage collection (GC) principles. Proven track record in building distributed systems, specifically for trading or risk management applications. Deep understanding of equity derivatives products and order/execution management workflows. Some other highly valued skills may include: Experience in C++ for high-performance trading systems – Demonstrated ability to leverage C++ for More ❯

from software development to creating and coding strategies and algorithms. Our trading operations cover key exchanges. The firm trades across a broad range of asset classes, including equities, equity derivatives, options, commodity futures, rates futures, etc. We employ a diverse and growing array of algorithmic trading strategies, utilizing both High-Frequency Trading (HFT) and Medium-Frequency Trading (MFT … and SPAN margin optimizations; Experience supporting systematic trading strategies with holding periods from minutes to several hours, including near-expiry trading (non-latency sensitive); Background in single-name equity or equity index options preferred; Proficiency in Python, C++, or Rust; Solid understanding of market microstructure; Strong collaborative spirit, work ethics, and a determined drive for success More ❯

role offers the opportunity to work at the intersection of portfolio management, risk management, and quantitative research , building high-impact, data-driven solutions that shape risk analytics for equity derivatives businesses. What You’ll Do Partner with risk managers and portfolio teams to design and deliver risk analytics solutions for equity derivatives. Build data ingestion pipelines … data modelling for scalable applications. Solid grasp of relational databases and SQL optimisation. Comfort with Unix/Linux environments and command-line workflows. Exposure to quantitative finance or equity derivatives is a strong plus. Self-driven, detail-oriented, and able to thrive in a fast-paced environment. More ❯

role offers the opportunity to work at the intersection of portfolio management, risk management, and quantitative research , building high-impact, data-driven solutions that shape risk analytics for equity derivatives businesses. What You’ll Do Partner with risk managers and portfolio teams to design and deliver risk analytics solutions for equity derivatives. Build data ingestion pipelines … data modelling for scalable applications. Solid grasp of relational databases and SQL optimisation. Comfort with Unix/Linux environments and command-line workflows. Exposure to quantitative finance or equity derivatives is a strong plus. Self-driven, detail-oriented, and able to thrive in a fast-paced environment. More ❯

Overview Global Banking & Markets, STS Equity Trading Strat, Associates/VP. London GLOBAL BANKING & MARKETS Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial … Deliver direct commercial impact through developing and improving systematic trading strategies and risk management. Gain exposure to various asset classes our clients transact in, with a focus on equity volatility. Connect with traders, salespeople, and multiple areas of strategists. Be challenged to think strategically, proposing new business designs, analytics, and/or solutions to meet traders' needs. As … skills. Comfortable working under pressure, managing multiple stakeholders, demonstrating initiative, and showing commercial impact. PREFERRED QUALIFICATIONS Experience in research or development of signals and systematic trading strategies. Knowledge of derivative pricing, preferably in the space of equity derivatives such as flow volatility. Experience in developing and supporting risk systems in the front office. Benefits Healthcare & Medical Insurance More ❯