7 of 7 Greeks Jobs

Exotics businesses. Partner with traders and quants to productionise models and analytical workflowsBuild real-time pricing, risk, and market data analytics to support positions, Greeks, P&L, exposures, and execution monitoring.Develop backtesting and simulation frameworks for equity derivatives and structured products.Create data pipelines and services for market data, trade data ...

coordination with the relevant teams. Analyse PnL by trading strategy and by PnL drivers (commodity market moves/FX/IR/option Greeks). Ensure that all risk limits are adhered to and deal with any mitigating actions following the breach of such limits (e.g. monitoring the unwinding ...

productsAbility to work in a fast-paced, collaborative environmentStrong communication skills and attention to detailExperience working with derivatives or volatility productsFamiliarity with options pricing, Greeks, or volatility surface analysisExperience handling large market datasets or building research pipelinesFor more information about DRW's processing activities and our use of job applicants ...

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

management, build tooling, and CI environments such as JenkinsPreferred Qualifications, Capabilities, and SkillsDirect exposure to European exchange protocols and regional market microstructureFamiliarity with options Greeks, market making strategies, volatility trading, and derivatives pricing modelsExperience developing market data feed handlers and order management systems for high-throughput, latency-sensitive environmentsComfort with ...

capability to write code quickly and accurately, plus experience of troubleshooting production issues.Experience of working with an analytics library.Preferred SkillsUnderstanding of the risk greeks, products (Options, Futures, Exotics) and market data (curves, fixings/settlements, etc) ideally within a commodities business context.Experience with Python and databases within a distributed micro ...

consistent, and aligned with market data and internal policies.P&L Explanation & Attribution: Decompose daily and periodic P&L into clear components, including market movements (Greeks-based P&L), idiosyncratic events, trading activity, and other factors, to provide transparent explanations to traders, risk, finance, and senior management.Model Calibration: Calibrate model … with at least 3 years of relevant experience in equity derivatives, structured products, or quantitative finance.Advanced knowledge of equity derivatives products, their risk profiles (Greeks), and common valuation methodologies for structured products and exotics.Strong coding skills (e.g., Python, C++, or similar) and the ability to work efficiently with large datasets ...