1 to 25 of 27 Interest Rate Derivative Jobs

etrading quant to join our algorithmic trading team in UBS Global Markets. This is a front-office role specializing in FX and Interest Rate Derivatives. You will work with experienced quant traders, gaining exposure to real-time trading, pricing, risk management, and PnL from day one. … etrading quant to join our algorithmic trading team in UBS Global Markets. This is a front-office role specializing in FX and Interest Rate Derivatives. You will work with experienced quant traders, gaining exposure to real-time trading, pricing, risk management, and PnL from day one. ...

work and acting as technical experts with deep financial and programming skills.The IRRBB team is part of Treasury, where we manage liquidity, funding, interest rate risk and structural risks using cash, investment securities, interest rate derivatives and foreign exchange. The Analyst will … internal quantitative Python library toolsCollaborating with IRRBB colleagues on behavioural assumption changesGenerating insightful analysis on Bank products and customer segmentsRunning and maintaining Interest Rate Risk models in accordance with Bank policySupporting the wider Finance team with interest rate risk hedging strategiesProviding quantitative ...

Team/Role Overview This role is for an Interest Rate Derivatives Option Quant, you will be a key contributor to the development of our strategic Interest Rate analytics library, which is essential for supporting pricing and risk management activities across … novel risk management and market making tools. What You'll Do Develop and enhance analytics libraries used for pricing and risk management of Interest Rate Derivatives. Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods ...

Onsite WORKINGLocation: Central London, Greater London – United Kingdom Type: PermanentVP Rates Options Quantitative Analyst - LondonTeam/Role Overview:Our client is seeking an Interest Rate Derivatives Option Quant. Successful candidates will become a key contributor to the development of their strategic Interest Rate … develop novel risk management and market making tools.What You'll Do:Develop and enhance analytics libraries used for pricing and risk management of Interest Rate Derivatives.Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods ...

Starling Bank’s Treasury manages the bank’s rapidly growing balance sheet. We are responsible for managing liquidity, funding, Interest Rate Risk in the Banking Book (IRRBB) and structural risks using cash, investment securities, interest rate derivatives and foreign exchange. ...

Southampton, Cardiff and Manchester offices.Starling Bank’s Treasury manages the bank’s rapidly growing balance sheet. We are responsible for managing liquidity, funding, Interest Rate Risk in the Banking Book (IRRBB) and structural risks using cash, investment securities, interest rate derivatives ...

well known tier 1 bank based in the city. The role is as a Quantitative Analyst to independently review, analyse and test derivative models for pricing and risk management of products across all asset classes. Our Tier 1 Investment Banking client is currently seeking a Quantitative Analyst to join … Rate DerivativesLiaise with Front and Middle Office representatives The role is as a Quantitative Analyst to independently review, analyse and test derivative models for pricing and risk management of products across all asset classes. Additional responsibilities will include active engagement with and oversight responsibility ...

grow, develop and fulfil your potential with significant careers. About SwapClear SwapClear, a flagship service of LSEG, is the world’s leading interest rate derivatives clearing platform, trusted by major banks, financial institutions, and asset managers across the globe. It plays a critical role in ensuring … 95.4% of EUR IRS trades. Why Join SwapClear? Unmatched Market Presence: Join a team powering the infrastructure behind most of the world’s interest rate swaps. Innovation at Scale: Work on robust, high-performance platforms that serve as the backbone of global financial markets. Resilience ...

place whereeveryone can grow, develop and fulfil your potential with significant careers.About SwapClearSwapClear, a flagship service of LSEG, is the world’s leading interest rate derivatives clearing platform, trusted by major banks, financial institutions, andasset managers across the globe. It plays a critical role in ensuring … 95.4% of EUR IRS trades.Why Join SwapClear?• Unmatched Market Presence: Join a team powering the infrastructure behind most of the world’s interest rate swaps.• Innovation at Scale: Work on robust, high-performance platforms that serve as the backbone of global financial markets.• Resilience and Trust ...

globally you will deliver solutions spanning pre-trade pricing, intraday risk, intraday PnL, market data, eod reporting and trade lifecycle management for interest rate derivatives, with focus on options and exotics. This is a highly visible front-office engineering role that combines deep business engagement with … Structured Rates business. Develop solutions supporting pre-trade pricing, intraday risk management, intraday PnL, scenario analysis and lifecycle management for vanilla and exotic interest-rate derivatives, cash securities, and hybrids with other asset classes. Work closely with quantitative strategists to implement risk methodologies and business workflows ...

strategy in London. Main responsibilities include: Lead the design, development and enhancement of Pricing & Risk management models in one of the following areas: Interest Rate derivatives (linear and non-linear products): Vanillas and structured products Credit derivatives: Vanillas and structured products Inflation structured products products: Define … Skills And Experience Relevant experience in a Front Office Quant role within Global Markets, with strong exposure to Fixed Income. Deep expertise in Interest Rate modelling, including multi-curve frameworks and stochastic volatility models. Strong knowledge of Credit and Inflation derivatives valuation. Solid understanding of model ...

JPMorgan Chase & Co. invites applications for a Quant Model Risk Senior Associate/VP in the Interest Rates team within the Model Risk Governance and Review Group. You will assess and mitigate risk of complex pricing models used for valuation and risk measurement of interest rate ...

Emerging Markets Rates The candidate must: •Strong knowledge of Trade Capture, Valuation, Risk and P&L Explain of Interest Rate derivative products, primarily Flow (Exotics also useful) •Strong knowledge of the trade life cycle and trade processing across the Investment Bank infrastructure •Strong mathematical background ...

Goldman Sachs in London seeks an experienced Operations professional to join the Interest Rate Derivative business unit. You will partner with traders, sales, technology and compliance to drive efficient trade support and risk controls, delivering best-in-class client service in a fast-paced environment. ...

change capability. We are seeking an experienced Murex Production Support Consultant with strong expertise in front office and exposure to Commodities and other derivative products. The consultant will play a key role in supporting Front Office trading operations, driving functional enhancements, resolving complex production issues, and acting … change initiatives. Analyze, document, and translate complex business requirements into Murex solutions. Provide expert support for Murex Front Office workflows across FX, Commodities, and derivative products. Investigate and resolve complex production issues related to trade capture, pricing, risk, market data, and trade lifecycle events. Drive incident, problem, and change ...

Calypso knowledge, particularly across Back Office, Static Data, Cash & Securities Management, Collateral Management, Accounting, Limits and Risk Management • Strong product knowledge across Interest Rate Derivatives, Fixed Income, FX, FX Options, Equities and Exchange Traded Derivatives, including Futures and Options • Proven Business Analysis experience within complex financial … determine appropriate priorities • A proactive approach with the ability to drive resolutions and improvements rather than simply maintain existing processes • A strong interest in capital markets, clearing and financial markets technology This is an excellent opportunity for an experienced Calypso specialist looking to take on greater leadership responsibility ...

develop and manage analytics for counterparty credit risk models focused on fixed income products, including repos, security lend/borrow, mortgages, and interest rate derivatives. The candidate will contribute to model development across the full model lifecycle, from methodology and design to implementation, validation, and ongoing ...

client is a well known tier 1 bank based in the city.The role is as a Quantitative Analyst to independently review, analyse and test derivative models for pricing and risk management of products across all asset classes.Our Tier 1 Investment Banking client is currently seeking a Quantitative Analyst … Rate DerivativesLiaise with Front and Middle Office representatives The role is as a Quantitative Analyst to independently review, analyse and test derivative models for pricing and risk management of products across all asset classes. Additional responsibilities will include active engagement with and oversight responsibility ...

operate as part of a cross functional team including Engineering, Data, Sales, Risk, Operations and Dealing.You will identify high impact opportunities in FX, Derivatives, Interest income and regional growth.You will collaborate effectively with internal teams and clients & prospective clients to define requirements, epics, and user stories, ensuring alignment … maintain a deep understanding of treasury management and legal technology workflows.What you'll need: - Domain UnderstandingExperience with Treasury products such as FX derivatives, Interest rate derivatives, and cash management.Knowledge of financial markets technology stacks, for example: treasury management, asset management, banks or scale up fintechs.Familiar with ...

part of a cross functional team including Engineering, Data, Sales, Risk, Operations and Dealing. You will identify high impact opportunities in FX, Derivatives, Interest income and regional growth. You will collaborate effectively with internal teams and clients & prospective clients to define requirements, epics, and user stories, ensuring alignment … maintain a deep understanding of treasury management and legal technology workflows. What you’ll need: Experience with Treasury products such as FX derivatives, Interest rate derivatives, and cash management. Proven background in the Shipping industry or Cross-Border Financial Services. Knowledge of financial markets technology stacks ...

part of a cross functional team including Engineering, Data, Sales, Risk, Operations and Dealing. You will identify high impact opportunities in FX, Derivatives, Interest income and regional growth. You will collaborate effectively with internal teams and clients & prospective clients to define requirements, epics, and user stories, ensuring alignment … maintain a deep understanding of treasury management and legal technology workflows. What you'll need: Experience with Treasury products such as FX derivatives, Interest rate derivatives, and cash management. Knowledge of financial markets technology stacks, for example: treasury management, asset management, banks or scale up fintechs. ...

looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk Senior Associate/Vice President in the Interest Rates … team, you will assess and help mitigate the model risk of complex models used in the context of valuation and risk measurement for Interest Rate derivatives. Additionally, you will have an opportunity for exposure to a variety of business and functional area as well as will ...

Citi London is seeking an Interest Rate Derivatives Option Quant to contribute to the development of our analytics library for pricing and risk management. You will build and enhance models in collaboration with traders and tech teams, applying advanced numerical methods. Ideal candidates hold a Master ...

seeking an e-trading quant to join its algorithmic trading team in London. This front-office role focuses on FX and Interest Rate Derivatives, offering exposure to real-time trading, pricing, risk management, and PnL from day one. You will design, back-test, and implement systematic ...

will assist in the analysis of large data sets which help inform trading decisions covering a range of products such as government bonds, interest rate derivatives, foreign exchange and commodities. The Python engineer will work in close collaboration with research teams to architect, implement and analyze ...