or related tools, this would also be very advantageous. You will join a team of 5 that are responsible for data around options and Greeks for the Front Office. They are working on projects around issuance data and improving data quality. This is a senior role in the team and more »
or related tools, this would also be very advantageous. You will join a team of 5 that are responsible for data around options and Greeks for the Front Office. They are working on projects around issuance data and improving data quality. This is a senior role in the team and more »
derivative pricing Working experience with PnL explains (Step Revaluation as well as Risk-Based Explains) and strong knowledge and understanding of risk factors (the 'Greeks') Ability to translate detailed knowledge and experience of specific processes into recommendations to improve team operating practices Effective time management skills and ability to prioritise more »
risk activities, including the preparation of daily, weekly and monthly market risk reports, including but not limited to Value at Risk (VaR), sensitivities (the Greeks), stress testing, risk capital calculations, etc. Support and contribute to the identification of new risks within the portfolio and any new business activities. Analyse and more »
must have experience of curve calibration algorithms. Experience in derivative contracts pricing models: Pricing would include also calculation of basic risk metrics, such as Greeks; Experience in either development or validation would be relevant. Experience in C#/C++/Python. You will ideally hold a PhD or Masters degree more »
on new challenges, we’d love to hear from you. Key Responsibilities Pricing Tools Development: Ensure the accuracy and functionality of our pricing tools, Greeks analysis and contribute new features. Automated Testing: Further bolster our automated test bed incorporating in depth industry knowledge to help us build an environment where more »
to the new process. Knowledge & Skills: Strong numerical and financial skills with the ability to interpret financial information. Understanding of securities and pricing models, greeks, VaR, financial markets. Confident to work and respond in a fast pace environment with traders. more »
software solutions for derivative trading and complex structured options. Familiarity with market data analysis and valuation techniques. Knowledge of market risk management, including option greeks, VaR, and PaR. Demonstrated expertise in designing and developing large distributed platforms. Experience working within a DevOps environment, with a focus on appropriate development methodologies. more »
becoming a recognized Endur expert. Skills and Qualifications In-depth experience with Endur Profit and Loss (PnL), including analysis and explanation. Expertise in Endur Greeks and pricing models for various power products. Solid understanding of Power Purchase Agreements (PPAs), capacity management (both gas and overall), storage solutions, and swing options. more »
risk activities, including the preparation of daily, weekly and monthly market risk reports, including but not limited to Value at Risk (VaR), sensitivities (the Greeks), stress testing, risk capital calculations, etc. Provide support within the Market Risk team for the validation and development of risk models, including system testing and more »
communication of regulatory requirements internally. Collaborate with cross-functional teams to enhance risk management practices and governance frameworks. Develop and implement risk methodologies, including Greeks, VAR and capital models, to optimize risk assessment and capital allocation. Contribute to broader enterprise risk management initiatives as required. Candidate Profile: Solid experience in more »
Role Overview: As the Quant Development Lead, you will steer a globally dispersed team of around 10 developers to revolutionise commodities trading pricing and risk systems. Reporting directly to the Global CTO, you will be at the forefront of driving more »
Please note that only candidates with expertise in market risk relating to commodities trading can be considered for this opportunity. Our client is a pioneer and rapidly expanding commodities and FX trading firm. They have amassed an elite team across more »
Role Overview: As the Technology Risk Director, you will steer a globally dispersed team of around 10 developers to revolutionise our client's commodities trading risk systems. Reporting directly to the Global CTO, you will be at the forefront of more »
Global investment bank seeks an AVP level Counterparty Risk Manager as part of its expanding Management Information Counterparty Credit Risk division Management Information Counterparty Credit Risk (MI CCR) team is responsible to provide an independent view and analysis of key more »