18 of 18 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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

credit, equity) and the underlying numerical methods (Monte Carlo, PDE/finite-difference). Experience with market and CCR (e.g. xVA, sensitivities/Greeks, VaR/expected shortfall). Experience with open-source quant tooling (Strata, QuantLib, ORE) is an advantage. Hands‐on HPC experience: Parallel/concurrent programming (multithreading ...

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 ...

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 ...

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 ...

quant development within financial markets. Python or Java and SQL expertise. Experience building production-grade risk, pricing or trading systems. Knowledge of derivatives, Greeks, VaR, scenario analysis and market risk. Experience with APIs, distributed systems and data pipelines. Ability to investigate model outputs and communicate findings clearly. What They Offer ...

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 ...

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 ...

quantitative infrastructure modernization, collaborating closely with Quantitative Strategy and Technology teams to integrate Citi's proprietary quant libraries, leverage algorithmic differentiation for high-performance Greeks computation, and transition legacy pricing engines into distributed, cloud-native architectures Lead cross-functional product delivery and stakeholder alignment, gathering detailed requirements from Sales, Trading … essential Strong understanding of derivatives pricing models and risk management, including practical application of stochastic calculus, Monte Carlo simulation, finite difference methods, and Greeks sensitivity analysis (Delta, Gamma, Vega, cross-Greeks) in live trading environments Excellent stakeholder management and communication capabilities, with the ability to translate complex quantitative concepts into ...

full suite of exotic structures. Monitor and analyse risk sensitivities across the full FX volatility surface – delta, gamma, vega, and higher-order Greeks – with particular focus on spot vol grids, pin risks, smile dynamics, term structure and cross-currency effects. Understand and challenge pricing models for exotic FX options … inputs including local and stochastic volatility. Maintain and evolve the limit framework for FX and FXO businesses, ensuring coverage of Greeks limits, VaR, stress and notional constraints aligned to risk appetite and regulatory standards. Support the FRTB IMA/SA-TB analysis for derivatives trading books, contributing to internal capital ...