DevOps), CI/CD and Test Automation. Mathematics skills, experience working with quantitative methods/probabilistic modelling, preferably in the context of financial derivatives valuation Familiarity with e.g. PnL, greeks, volatility, partial derivative, normal distribution Financial and/or trading exposure particularly energy commodities Experienced in business analysis, with the capability to convert requirements from traders or quantitative analysts into More ❯
We collect, transform, aggregate and disseminate pricing and related derived data, such as: Commodity Price and Yield Curves - Mark-to-market, and Mark-to-model settlement prices Option sensitivities ('greeks') and fixed-income sensitivities like DV01s and BPVs. Proprietary pricing models in collaboration with analysts and Risk Management. While previous experience in the trading and finance industry is beneficial, we More ❯
MARGO is partnering with a leading financial institution to find a Senior C# WPF Developer with experience in Risk and Profit and Loss. Knowledge of Greeks is important in this role. What you'll do: Design & Development Build and enhance high-performance WPF C# applications Collaboration & Delivery Work closely with trading desks, pricing heads, and global infrastructure teams Participate in More ❯
private assets. • In-depth understanding of front-office workflows from pricing, idea generation to risk management. • Solid track record and understanding of decision support analytics for valuations, structuring, scenarios, greeks and asset liability management • Ability to work with business stakeholders and clients to formulate a product strategy, requirements and produce a product roadmap • Ability to manage and execute product development More ❯
protocols, and conducting stress tests for prop trading. Familiarity with trading systems (e.g., Bloomberg, Murex, Calypso, or similar) and their risk management modules. Strong understanding of risk metrics (VaR, Greeks, stress testing) and financial instruments (bonds, equities) Expertise in system testing methodologies and tools, with the ability to design tests from scratch. Benefits 1000p.d. Outside IR35. Flights provided. More ❯
document business requirements for market risk initiatives. Support the implementation of risk systems, including FRTB and other regulatory frameworks. Analyse and interpret market risk metrics such as VaR, sensitivities (Greeks), and Expected Shortfall. Collaborate with IT and data teams to ensure data integrity and model accuracy. Contribute to the development of RWA reporting tools and dashboards for senior management and More ❯
