15 of 15 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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

candidate comfortable working alongside these tools will ramp much faster. Knowledge: Portfolio Analytics Understanding of how to compute portfolio statistics (returns, volatility, correlations, ratios, greeks) and interpret these numbers to make sure results make sense. Using edge cases to stress test correctness of analytical computations Understanding of leverage in portfolio ...

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 ...

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 ...

using Python (ML) and MLOps tools to automate manual operations and reconciliations Perform daily P&L attribution and explain variance by decomposing market moves, Greeks, and new activity. Leverage AI/ML frameworks (e.g., OpenAI API, LangChain, or local LLMs) to build intelligent agents for anomaly detection in trade data … skills. Experience building agentic AI workflows is a significant advantage. Financial Acumen: Good understanding of P&L attribution, financial controls, market risk indicators (Greeks, VaR), financial markets and products. Problem Solving: A "systems-thinking" approach to operations—treating every manual task as a bug that needs an automated solution. Capacity ...