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 »
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 »
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 »
You 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 in a 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 »
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 »
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 »
