1 to 25 of 27 Greeks Jobs

curves, volatility cubes, correlation matrices). You will also contribute to the development of robust data-driven systems for market risk calculations (e.g., VaR, greeks) in real-time across all asset classes. Our cutting-edge risk and data solutions are trusted by some of the world’s most prestigious financial ...

test sophisticated models to value financial positions, construct quantitative datasets (e.g., curves, volatility cubes, correlation matrices), and calculate market risk metrics (e.g., VaR, greeks) in real-time across all asset classes. Our cutting-edge risk and pricing models are trusted by some of the world’s most prestigious financial institutions ...

with clear numerical validation. Build the tooling that lets model owners backtest, recalibrate, and compare model versions without engineering involvement. Maintain pricing and sensitivity (Greeks) infrastructure and the libraries that risk and valuation both depend on. Reliability, Performance, and Operations Own the reliability of risk systems end to end: monitoring ...

processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisation Develop analytical risk and sensitivity techniques — closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition and attribution, and efficient hedge construction across curves and volatility surfaces Design and maintain term-structure and multi-curve frameworks: yield-curve construction ...

ability to translate trading problems into well-specified quantitative and engineering work Strong understanding of FX Options pricing , including volatility surface representations, Greeks and second-order risks, practical vol marking, and risk management for an exotic options book Strong coding ability in Python and/or C++ , sufficient to prototype ...

contractual vs. behavioral maturities. Balance Sheet & Capital Metrics: Leverage exposure and financial resource utilization. XVA & Pricing Adjustments: CVA, FVA, ColVA, and funding costs. Risks & Greeks: Non-linear sensitivities (Delta, Gamma, Vega) and PnL Explain. Financial Products: Listed or OTC derivatives. Pre-Trade Analytics: Trade simulation, margin/funding impact checks ...

Azure), modern CI/CD and containerization Nice-to-Haves - Experience: Built or maintained position-keeping/accounting systems (PnL, accounting methods, pricing, greeks) Centralized reference data platforms (assets, networks, instruments), consistent symbology and instrument economics Trading, risk, or back-office systems, ideally in regulated environments Nice-to-Have - Technical ...

with agentic development (ADLC) Business knowledge of simple derivative products (vanilla options, variance swaps, strategies involving vanillas) Understanding of pricing and risk evaluation using Greeks Experience with at least one modern programming language (Python, Java, etc.) Knowledge of at least one relational database (Sybase, SQL Server, Oracle, etc.) Demonstrated experience ...

Proven AI tooling experience – Scripting experience with Python. Strong business analysis and project management skills. Exposure to APIs – Derivatives and valuation experience – you understand Greeks, pricing models, and how traders interpret them, or have experience supporting systems that perform these calculations. Who we are Schonfeld is a global multi‐manager ...

Proven AI tooling experience - Scripting experience with Python. Strong business analysis and project management skills. Exposure to APIs - Derivatives and valuation experience - you understand Greeks, pricing models, and how traders interpret them, or have experience supporting systems that perform these calculations. Who we are Schonfeld is a global multi-manager ...

risk analytics for derivatives, financing transactions, loans or securities. Knowledge of credit risk, collateral, stress testing or portfolio risk measurement. Sound understanding of sensitivities, greeks, market and trade data, and their application to risk and margin. Proven ability to deliver complex, cross-functional change in a Front Office environment. Excellent ...

exceptional mathematical and analytical skills Initial industry experience working as a quant within a financial services organisation Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Understanding of derivatives (e.g. swaps, options, futures) Confidence to experiment with new ideas and technologies Keen to work ...

exceptional mathematical and analytical skills Initial industry experience working as a quant within a financial services organisation Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Understanding of derivatives (e.g. swaps, options, futures) Confidence to experiment with new ideas and technologies Keen to work ...

exceptional mathematical and analytical skills Initial industry experience working as a quant within a financial services organisation Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Understanding of derivatives (e.g. swaps, options, futures) Confidence to experiment with new ideas and technologies Keen to work ...

risk analytics for derivatives, financing transactions, loans or securities. Knowledge of credit risk, collateral, stress testing or portfolio risk measurement. Sound understanding of sensitivities, greeks, market and trade data, and their application to risk and margin. Proven ability to deliver complex, cross-functional change in a Front Office environment. Excellent ...

Endur Reporting Framework. Support deal capture, trade lifecycle management, pricing, valuation and Risk Desktop capabilities Develop and maintain exposure, VaR, PnL, MtM, Greeks and other risk analytics and reporting solutions. Support confirmations, settlements, invoicing, accounting, reconciliation and downstream interfaces. Deliver integrations with market data, ERP, treasury, data warehouse and external ...

optimise pricing libraries that need to be both mathematically correct and fast enough to run in real time* - Build tools for volatility surface construction, Greeks calculation, and scenario analysis used directly by traders* - Investigate and resolve discrepancies between model output and market behaviour, which happens more often than the model ...

Principles Thinker: You don’t just follow patterns; you understand why they exist. You can pick up new technologies or domains (like complex options Greeks) quickly, and you welcome a setup that actively forces you to grow into a much more versatile engineer.On-callAll engineers at Investa are involved ...

extracts. Supporting Market Risk functionality, including risk calculations, aggregation, sensitivities, limits and reporting. Working with risk measures such as VaR, Expected Shortfall, Stress Testing, Greeks, P&L Explain and FRTB. Developing and supporting integrations with trading systems, market data platforms, risk systems and data warehouses. Investigating production issues, performing root … Exposure to asset classes: Fixed Income, Interest Rate Derivatives, FX, Credit, Equities or Money Markets. Familiarity with risk concepts: VaR, Expected Shortfall, Stress Testing, Greeks, DV01/PV01, P&L Explain, Scenario Analysis and FRTB. You do not need to be a quantitative model developer, but you must understand Market ...

extracts. Supporting Market Risk functionality, including risk calculations, aggregation, sensitivities, limits and reporting. Working with risk measures such as VaR, Expected Shortfall, Stress Testing, Greeks, P&L Explain and FRTB. Developing and supporting integrations with trading systems, market data platforms, risk systems and data warehouses. Investigating production issues, performing root … Exposure to asset classes: Fixed Income, Interest Rate Derivatives, FX, Credit, Equities or Money Markets. Familiarity with risk concepts: VaR, Expected Shortfall, Stress Testing, Greeks, DV01/PV01, P&L Explain, Scenario Analysis and FRTB. You do not need to be a quantitative model developer, but you must understand Market ...

extracts. Supporting Market Risk functionality, including risk calculations, aggregation, sensitivities, limits and reporting. Working with risk measures such as VaR, Expected Shortfall, Stress Testing, Greeks, P&L Explain and FRTB. Developing and supporting integrations with trading systems, market data platforms, risk systems and data warehouses. Investigating production issues, performing root … Exposure to asset classes: Fixed Income, Interest Rate Derivatives, FX, Credit, Equities or Money Markets. Familiarity with risk concepts: VaR, Expected Shortfall, Stress Testing, Greeks, DV01/PV01, P&L Explain, Scenario Analysis and FRTB. You do not need to be a quantitative model developer, but you must understand Market ...

legacy platforms Working directly with Risk Managers to understand requirements and translate them into technical solutions Supporting risk measures including VaR, Greeks, sensitivities and P&L Helping shape a strategic platform that will ultimately support risk management across the firm What We Are Looking For The strongest candidates will combine … Risk environment. You should have: Strong commercial Python development experience Experience developing Market Risk or closely related risk technology Good understanding of VaR, Greeks and sensitivities Strong database and SQL knowledge Experience with Snowflake highly desirable Experience building scalable or distributed applications Understanding of financial products and their associated risk ...

extracts. Supporting Market Risk functionality, including risk calculations, aggregation, sensitivities, limits and reporting. Working with risk measures such as VaR, Expected Shortfall, Stress Testing, Greeks, P&L Explain and FRTB. Developing and supporting integrations with trading systems, market data platforms, risk systems and data warehouses. Investigating production issues, performing root … Exposure to asset classes: Fixed Income, Interest Rate Derivatives, FX, Credit, Equities or Money Markets. Familiarity with risk concepts: VaR, Expected Shortfall, Stress Testing, Greeks, DV01/PV01, P&L Explain, Scenario Analysis and FRTB. You do not need to be a quantitative model developer, but you must understand Market ...

extracts. Supporting Market Risk functionality, including risk calculations, aggregation, sensitivities, limits and reporting. Working with risk measures such as VaR, Expected Shortfall, Stress Testing, Greeks, P&L Explain and FRTB. Developing and supporting integrations with trading systems, market data platforms, risk systems and data warehouses. Investigating production issues, performing root … Exposure to asset classes: Fixed Income, Interest Rate Derivatives, FX, Credit, Equities or Money Markets. Familiarity with risk concepts: VaR, Expected Shortfall, Stress Testing, Greeks, DV01/PV01, P&L Explain, Scenario Analysis and FRTB. You do not need to be a quantitative model developer, but you must understand Market ...

Options Risk & P&L technology team. This role sits between technology, quants and trading and would suit someone with genuine understanding of risk metrics, Greeks and P&L explain frameworks. The hiring manager is specifically looking for developers who understand the underlying concepts and calculations rather than simply consuming downstream … C# development capability, experience designing or supporting distributed computing environments is highly sought after. Required Experience Strong C#.NET Core Risk systems P&L systems Greeks (Delta, Gamma, Vega etc.) Distributed computing concepts Front Office exposure Desired Experience Grid computing Redis Hazelcast Python AI-assisted development tools Key Responsibilities Develop ...