26 to 50 of 56 Derivative Jobs

Manager. Corporate or investment banking experience, with direct ownership of testing within Counterparty Credit Risk. Strong understanding of PFE, EAD, netting, collateral, margining and derivatives trade lifecycles. Experience testing systems or calculations involving SA-CCR and/or IMM methodologies. Proven experience building QA teams, defining test strategies and improving ...

Your skills and experience Strong C++ and Python skills, with experience developing production-quality quantitative software. Experience in pricing, valuation or 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 ...

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 in a fast-paced environment Benefits Life at our client ...

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 in a fast-paced environment Benefits Life at our client ...

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 in a fast-paced environment Benefits Life at our client ...

data marts Work closely with business SMEs to translate requirements into scalable data models Support capital markets data flows across equities, fixed income, derivatives, trade & position data Apply performance considerations and best practices in model design Use leading data modelling tools such as ERwin, PowerDesigner, ER/Studio, etc. Must ...

Understanding of SA-CCR, IMM, CVA, Basel regulations, and stress testing. Experience delivering complex risk technology platforms and data-intensive systems. Strong understanding of derivatives, securities financing, and trading lifecycle processes. Proven experience managing large-scale technology programmes and cross-functional teams. Strong Agile/Scrum delivery and project management ...

Financial Services experience is highly desirable, particularly within asset management, investment management or multi-asset environments Understanding of investment products such as private equity, derivatives, bonds and public markets Strong Python and SQL skills, alongside broader data engineering expertise Experience with Databricks, Snowflake or Microsoft Fabric would be advantageous ...

LondonTrading – Quant Back Office/Full-time/HybridResponsibilitiesContinuously improve the design and performance of our automated trading system, including exchange connectivity, derivatives pricing model, order and risk management system. Implementing trading strategies which are highly adjustable in live trading and easy to integrate with backtesting system. Work closely with ...

very interesting clients. This is a stable company so offers serious opportunities when banks are currently firing. The environment is focussed purely on derivatives in an academic yet business setting. With 70 quants and 50 integration engineers in the business this is a role that will provide epic future career ...

design principles and production-quality development practices.Hands-on experience applying statistics, probability theory, and mathematical techniques to evaluate and model the behaviour of complex derivative products, including FX Options.Familiarity with market data concepts and their application in pricing, electronic pricing or risk analytics.Understanding of quantitative finance principles, including investment products … data querying and manipulation within quantitative or analytics workflows.A Master's degree in a relevant quantitative field.Prior experience in FX Options, derivatives pricing, electronic pricing, or related front-office trading environments.undefinedWhat We OfferJoining Citi's front-office quant team means working on pricing systems that operate at scale ...

systems for traders, to middle and back-office processing.This is a global team that supports the OTC Equity Swap Portfolio, Single Name, and Index derivative businesses. We provide functionally rich global trading platforms, with a focus on increased automation, efficiency, and optimization. While most of the codebase is written … role:Join the Regulatory Reporting agile squad supporting the Equity Swaps Trading technology group and global OTC Equity Swap Portfolio, Single Name, and Index derivative businesses.Develop and support Scala-based regulatory reporting systems in a capital markets environment, helping the business meet global compliance requirements.Build enhancements and fixes for intraday ...

PORT Enterprise Performance & Risk Implementation Lead , Enterprise Services - Financial Solutions Location London Business Area Sales and Client Service Ref # 10054836 Description & Requirements About the RoleYou will lead and scale Bloomberg PORT Enterprise implementations for ...

Senior Full Stack Engineer - Market Data Platforms Inside IR35 - Up to £700 per day Hybrid in Central London 6-Month Initial Contract (3-Year Project Scope) October Start possible! Technologies: Python | gRPC | MongoDB | HBase We ...

workflow. Preferred Skills/Experience 1+ years of experience on Linux systems. SQL Knowledge of capital markets exchange connectivity on stocks (fixed income and derivatives is a plus) Desired Skills/Experience Knowledge of capital markets exchange connectivity on fixed income and derivatives) Exchange protocols such as FIX and SBE. ...

London, England, United KingdomCategory: TechnologyCompany: CitiCounterparty Credit Risk Analytics is a group within Citi Financial Risk Technology, responsible for developing the applications used for derivatives credit Risk and Basel Capital calculations Firm-wide. The Counterparty Credit Risk Developer is an intermediate level position responsible for participation in the development … advancement of the derivatives credit risk application. Core objectives will include developing and maintaining the applications calculating the Counterparty Credit Risk metrics. Additional objectives will include the contribution towards application execution analysis reports, monitoring and optimization of the application build and the enhancement of the end-to-end calculation test ...

integrating LLMs, agentic workflows, retrieval systems, or other machine-learning-enabled applications into business processes. An interest in or understanding of financial modelling or derivatives pricing. Strong command of modern software-development practices: version control, code review, testing, CI/CD, and production monitoring. Strong analytical and troubleshooting skills — able … optimization techniques (linear programming, mixed-integer programming, or similar frameworks). Proficiency in Golang, Rust or C++ Experience with financial modelling, quantitative analytics, or derivatives pricing. Basic knowledge of statistics or machine learning. Experience acquiring, cleaning, and working with time-series, market, fundamental, or alternative datasets. ...

A leading organisation is seeking a Technical Business Analyst to join their trading platforms team in London. This on-site role requires a seasoned professional with deep expertise in global futures exchanges and the full ...

premier software development projects contributing to enhancing trading capabilities. The team requires an experienced C++ Engineer with a demonstrated background in building scalable Derivatives Algorithmic Trading Platforms. You must have a demonstrated understanding of major global futures exchanges and knowledge of the full exchange-traded derivatives trade lifecycle. Key Experience ...

models and scenario analytics are fit for live use. What you bring * 15+ years in quantitative finance, with a long stretch building derivatives models rather than only managing them. A physics, mathematics, or equivalent quantitative degree (master's or above) is typical. * Proven leadership of large quant-developer groups, including … Managing Director/Director level in a bank or equivalent seniority on the buy side. * Deep FX and rates derivatives experience: local- and stochastic-vol models, term-structure models, PDE and Monte Carlo methods, calibration, and risk. * Production C++ at library scale, plus Python for research, tooling, and orchestration. Evidence ...

Contract Opportunity | Senior Quantitative Developer Derivatives Pricing Remote or Hybrid/London (Flexible) 6-month initial contract (extension highly likely) ASAP Start Competitive Day Rate up to £850 per day dependent on experience I'm supporting a specialist technology consultancy on an exciting engagement with one of their capital market … clients, and we're looking for an experienced Quant or Commodity Pricing Engine Developer with a strong background in derivatives pricing and quantitative engineering. This is a hands-on opportunity to work on the development of sophisticated commodity and derivatives pricing technology within a complex trading environment. What ...

Contract Opportunity | Senior Quantitative Developer – Derivatives Pricing Like the look of this opportunity Make sure to apply fast, as a high volume of applications is expected Scroll down to read the complete job description. Remote or Hybrid/London (Flexible) 6-month initial contract (extension highly likely) ASAP Start Competitive … their capital market clients, and we're looking for an experienced Quant or Commodity Pricing Engine Developer with a strong background in derivatives pricing and quantitative engineering. This is a hands-on opportunity to work on the development of sophisticated commodity and derivatives pricing technology within a complex trading environment. ...

If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential - whether you want a career that could take you to the top, or an exciting new ...

Murex MX.3 Back Office Consultant 6-Month Contract | Remote working EST time The information below covers the role requirements, expected candidate experience, and accompanying qualifications. An experienced Murex MX.3 Back Office Consultant is required to ...

Murex MX.3 Back Office Consultant 6-Month Contract | Remote working EST time The information below covers the role requirements, expected candidate experience, and accompanying qualifications. An experienced Murex MX.3 Back Office Consultant is required to ...