1 to 25 of 27 Greeks Jobs

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 ...

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 ...

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 ...

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 ...

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 ...

fast-paced, collaborative environment Strong communication skills and attention to detail Experience working with derivatives or volatility products Familiarity with options pricing, Greeks, or volatility surface analysis Experience handling large market datasets or building research pipelines For more information about DRW's processing activities and our use of job applicants ...

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 ...

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 ...

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 ...

banking regulations, IFRS 13/Fair Value hierarchy, and Prudential Valuation standards relevant to IPV. Quantitative & Analytical Skills: Comfort working with complex valuation models, Greeks, volatility surfaces, and pricing inputs. Communication: Ability to confidently articulate complex valuation mechanics to desk heads, traders, and senior risk managers. Desirable Skills Technical Skills ...

strong academic record. Programming experience using Python and/or VBA to analyze time series and automate processes. Working knowledge of options pricing models, Greeks-based P&L attribution, volatility configurations, and interpolation and extrapolation methodologies. Experience building and maintaining OTC futures curves. Experience partnering with Technology teams ...

Beacon development end‐to‐end — design, build, and maintain complex quantitative models, scripts, and workflows within the Beacon platform, covering risk analytics, P&L, Greeks, and mark‐to‐market across multi‐commodity portfolios. Quantitative modelling — develop and validate pricing models, risk metrics (VaR, sensitivities, scenario analysis), and structured trade lifecycle ...

technologies. Proven experience supporting business-critical applications in a production Front Office environment. Good understanding of financial markets and financial derivatives (e.g., options pricing, Greeks, and curve construction concepts). Knowledge on Commodities markets and products is a plus Business experience — required: Development & maintenance of IT systems Understanding of derivatives ...

technologies. Proven experience supporting business-critical applications in a production Front Office environment. Good understanding of financial markets and financial derivatives (e.g., options pricing, Greeks, and curve construction concepts). Knowledge on Commodities markets and products is a plus Business experience — required: Development & maintenance of IT systems Financial markets Understanding ...

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 ...

write code quickly and accurately, plus experience of troubleshooting production issues. Experience of working with an analytics library. Preferred Skills Understanding 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 ...

Responsibilities Own and enhance real‐time pricing models for vanilla and exotic FX options (barriers, digitals, one‐touch/no‐touch, TRFs, accumulators) Provide Greeks analysis (Delta, Gamma, Vega, Vanna, Volga) and support intraday risk across the FX options book Develop and calibrate stochastic volatility models (Local Vol, Heston, SABR ...

technologies. Proven experience supporting business-critical applications in a production Front Office environment. Good understanding of financial markets and financial derivatives (e.g., options pricing, Greeks, and curve construction concepts). Knowledge on Commodities markets and products is a plus Business experience — required: Development & maintenance of IT systems Understanding of derivatives ...

derivatives, financing transactions, loans or securities. Knowledge of counterparty credit risk, initial margin, 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 ...

Requirements Industry experience in financial markets from a trading, risk or quantitative perspective Good knowledge of derivatives, including OTC or structured products Understanding of Greeks such as Delta, Gamma, DV01 etc. Programming or scripting experience using SQL, Python, C# or similar Familiarity with AI tools such as Claude, ChatGPT ...

This role supports the design, build, and operation of the in‐house risk engine, which powers real‐time calculation and monitoring of PnL, VaR, greeks, risk slides, and other key risk metrics. The ideal candidate combines solid backend and frontend development skills with strong DevOps fundamentals and hands‐on experience ...

This role supports the design, build, and operation of the in-house risk engine, which powers real-time calculation and monitoring of PnL, VaR, greeks, risk slides, and other key risk metrics. The ideal candidate combines solid backend and frontend development skills with strong DevOps fundamentals and hands‐on experience ...

extensible APIs to expose risk data to risk managers and PMs. You will work with researchers to translate models into production code, maintain Greeks infrastructure, and deliver scalable, low-latency services on cloud platforms. The role is based in London with a competitive compensation package. #J-18808-Ljbffr ...

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 ...