25 of 25 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 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 ...

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 ...

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 SQL capabilities Experience developing APIs, distributed systems, event-driven architectures, and large-scale data solutions Deep understanding of derivatives, pricing models, risk analytics, Greeks, scenario analysis, and VaR methodologies Ability to work closely with both technical and investment stakeholders Strong software engineering principles including scalability, maintainability, testing, and operational ...

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 ...

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 ...

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 ...

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 ...

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 ...

finance, with a focus on OTC derivatives — structured products, exotics, or comparable complexity. Deep technical understanding of exotic option pricing: pricing models, calibration methods, Greeks attribution, hedging frameworks and the risk sensitivity of model-dependent payoffs. Hands-on IPV experience across a range of derivative instruments, with the ability ...

Broader Gas & Power Trading Systems ArchitectureArchitect end-to-end front-to-back trading workflows, from deal capture and position management through risk analytics (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, invoicing, confirmations and regulatory reporting (REMIT, EMIR, MiFID II, ACER).Design and govern the market connectivity architecture … commodity optimisation. Proven track record of defining and delivering enterprise-level architecture for front-to-back trading platforms, including trade capture, risk management (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, confirmations and regulatory reporting. Expert understanding of integration architecture in high-performance trading environments — including messaging ...

aligned with market data and internal policies. P&L Explanation & Attribution: Decompose daily and periodic P&L into clear components, including market movements (Greeks-based P&L), idiosyncratic events, trading activity, and other factors, to provide transparent explanations to traders, risk, finance, and senior management. Model Calibration: Calibrate model … least 3 years of relevant experience in equity derivatives, structured products, or quantitative finance. Advanced knowledge of equity derivatives products, their risk profiles (Greeks), and common valuation methodologies for structured products and exotics. Strong coding skills (e.g., Python, C++, or similar) and the ability to work efficiently with large datasets ...