19 of 19 Greeks Jobs

fixed income, credit, equity derivatives, structured products or xVA. Practical knowledge of market-risk concepts including VaR, stress testing, scenario analysis, sensitivities/Greeks, P&L attribution and risk limits. Exposure to pricing, MTM, IPV, fair value, valuation adjustments, risk capture, model outputs or P&L explain would be advantageous. ...

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 ...

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 ...

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 ...

simple derivative products (vanilla options, variance swaps, strategies involving vanillas): how these are used, how to price them, how to evaluate risk exposure using Greeks Unix or Linux knowledge. Exposure to NoSQL systems (Cassandra, MongoDB .etc.) Working knowledge of continuous integration and deployment processes Experience with project management. Experience with ...

ability to translate trading problems into well-specified quantitative and engineering work Strong understanding of FX Options pricing, including volatility surface representations, Greeks and second-order risks, practical vol marking, and risk management for an exotic options book Strong coding ability in Python and/or C++, sufficient to prototype ...

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 ...

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 ...

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 ...

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 ...

markets from a trading, risk or quantitative perspective Sound knowledge of the fixed-income asset class, including derivatives Deep understanding of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Hands-on skills in a programming/scripting language such as SQL, Python, C# Good interpersonal skills and keen ...

markets from a trading, risk or quantitative perspective Sound knowledge of the fixed-income asset class, including derivatives Deep understanding of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Hands-on skills in a programming/scripting language such as SQL, Python, C# Good interpersonal skills and keen ...

markets from a trading, risk or quantitative perspective Sound knowledge of the fixed-income asset class, including derivatives Deep understanding of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Hands-on skills in a programming/scripting language such as SQL, Python, C# Good interpersonal skills and keen ...

markets from a trading, risk or quantitative perspective Sound knowledge of the fixed-income asset class, including derivatives Deep understanding of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Hands-on skills in a programming/scripting language such as SQL, Python, C# Good interpersonal skills and keen ...

interest rate, credit, or FX derivatives. Strong knowledge of derivatives valuation modelling principles. Strong quantitative or finance background. Knowledge of financial products and Greeks, specifically within the derivatives space. Strong programing skills using VBA, Macros, and Python. Strong personal ownership and ability to resolve issues independently. Ability to multitask ...

manage TCA and broker relationships to ensure best execution. \n Risk Interpretation & Trader Challenge: Monitor daily risk reports, independently evaluate derivative exposures—specifically options Greeks (delta, gamma, theta, vega)—and actively challenge portfolio managers on positions introducing disproportionate or unintended risk. \n Trade Lifecycle & Settlements: Take end-to-end ownership … Side Background: Deep experience within asset management, hedge funds, or discretionary fund management (DFMs). \n Derivatives & Risk Expertise: Strong, practical knowledge of options Greeks and portfolio risk; proven confidence and ability to push back and challenge portfolio managers. \n Hands-on Operations Experience: Comprehensive, practical experience across full trade ...