4 of 4 Derivative Jobs in Northern Ireland

and mathematical skills. Methodical attention to detail. Demonstrable team skills both within and across teams. Ability to pick up new concepts and think outside the box. Preferably comfortable with derivatives modelling concepts. Undergraduate numerate degree or higher. What we can offer you This role will provide you the opportunity to build an in-depth knowledge of capital management within financial More ❯

accessible, efficient, and transparent. Having successfully navigated multiple market cycles, the firm is now expanding its quantitative engineering capability, developing advanced pricing engines and analytics to support an expanding derivatives and structured products portfolio. This is an opportunity to work on high-impact trading systems alongside world-class engineers, quants, and traders in a fast-paced, intellectually demanding environment. The … conditions Build infrastructure components ,adaptors, gateways, and interfaces, to support pricing, risk management, and trade execution Collaborate with traders, quants, and engineers to design novel pricing models for complex derivatives markets Produce technical documentation, research papers, and validation reports on model design and performance Provide mentorship to junior quants and contribute to a culture of innovation and technical excellence About … Postgraduate degree (MSc or PhD) in Mathematics, Physics, Engineering, or Quantitative Finance 10+ years’ experience in quantitative development, with strong programming expertise in C++ or C# Deep understanding of derivatives pricing and risk management, including stochastic calculus and stochastic processes Proficiency with numerical methods such as Monte Carlo simulation, PDE (Finite Difference/Finite Element), Tree engines, and random number More ❯

accessible, efficient, and transparent. Having successfully navigated multiple market cycles, the firm is now expanding its quantitative engineering capability, developing advanced pricing engines and analytics to support an expanding derivatives and structured products portfolio. This is an opportunity to work on high-impact trading systems alongside world-class engineers, quants, and traders in a fast-paced, intellectually demanding environment. The … conditions Build infrastructure components ,adaptors, gateways, and interfaces, to support pricing, risk management, and trade execution Collaborate with traders, quants, and engineers to design novel pricing models for complex derivatives markets Produce technical documentation, research papers, and validation reports on model design and performance Provide mentorship to junior quants and contribute to a culture of innovation and technical excellence About … Postgraduate degree (MSc or PhD) in Mathematics, Physics, Engineering, or Quantitative Finance 10+ years’ experience in quantitative development, with strong programming expertise in C++ or C# Deep understanding of derivatives pricing and risk management, including stochastic calculus and stochastic processes Proficiency with numerical methods such as Monte Carlo simulation, PDE (Finite Difference/Finite Element), Tree engines, and random number More ❯

accessible, efficient, and transparent. Having successfully navigated multiple market cycles, the firm is now expanding its quantitative engineering capability, developing advanced pricing engines and analytics to support an expanding derivatives and structured products portfolio. This is an opportunity to work on high-impact trading systems alongside world-class engineers, quants, and traders in a fast-paced, intellectually demanding environment. The … conditions Build infrastructure components ,adaptors, gateways, and interfaces, to support pricing, risk management, and trade execution Collaborate with traders, quants, and engineers to design novel pricing models for complex derivatives markets Produce technical documentation, research papers, and validation reports on model design and performance Provide mentorship to junior quants and contribute to a culture of innovation and technical excellence About … Postgraduate degree (MSc or PhD) in Mathematics, Physics, Engineering, or Quantitative Finance 10+ years’ experience in quantitative development, with strong programming expertise in C++ or C# Deep understanding of derivatives pricing and risk management, including stochastic calculus and stochastic processes Proficiency with numerical methods such as Monte Carlo simulation, PDE (Finite Difference/Finite Element), Tree engines, and random number More ❯