76 to 100 of 112 Derivative Jobs

Strong institutional credibility already established The Proposition The platform addresses one of the most entrenched problems in capital markets: fragmented post‐trade workflows across derivatives, securities lending, and collateral. Built on a modern data standard and designed horizontally across asset classes, it enables: Workflow orchestration across traditionally siloed processes Faster ...

Quantitative Engineer - Exotic Derivatives (Contract) Location: London, UK (Hybrid/On-site) Engagement: Contract (Inside IR35) Duration: 12 months Rate: £750-£800 per day (via an umbrella company) About the Role We are seeking a Distinguished Quantitative Engineer for a high-impact, senior individual-contributor contract role based in London. … seasoned professional with 15+ years of demonstrable experience independently designing, implementing, and delivering production-grade pricing and risk models for complex exotic derivatives across Equity, Rates, FX, and Commodities. We require deep, hands-on ownership. You will be responsible for everything from mathematical formulation and numerical implementation to performance optimisation ...

Join our global Quantitative Trading & Research (QTR) team, where you’ll apply your expertise in Derivatives Modelling, Financial Engineering, Data Science, and Quantitative Development. As part of JP Morgan’s leading QTR Group, you’ll innovate with unique analytics and mathematical models, enhancing business practices through automation. We develop advanced … Global Clearing team, you will lead the design, delivery, and governance of risk and pricing analytics and models across F&O and OTC derivatives, with a primary focus on risk analytics, Initial Margin (IM) methodology, and production execution. You will set technical direction and partner closely with the Margin Trading ...

Global Clearing team, you will lead the design, delivery, and governance of risk and pricing analytics and models across F&O and OTC derivatives, with a primary focus on risk analytics, Initial Margin (IM) methodology, and production execution. You will set technical direction and partner closely with the Margin Trading … risk management and automation across the investment bank. Job Responsibilities Own delivery of front‐office risk/pricing analytics and margin solutions using internal derivatives libraries, ensuring robust, performant outcomes across D1, F&O, and OTC products; define multi‐quarter roadmaps and drive continuous improvement. Lead end‐to‐end initiatives ...

Equity Derivatives Lifecycle Management Analyst Are you ready to take your career to the next level in the exciting world of equity derivatives? Our client, a leading organisation in the financial services sector, is on the lookout for an enthusiastic and detail-oriented Equity Derivatives Lifecycle Management Analyst. This … fantastic opportunity to support a growing Structured Notes business and engage with Corporate Actions that span equity-linked and cross-asset derivative payoffs for investors worldwide! Start ASAP, pay 380 per day via umbrella, hours Monday-Friday 40 hours per week, duration until July 2027, location Belfast. Key Responsibilities: Provide ...

Senior Python Developer - Quant Platform London (Hybrid) The company A growing fintech business building advanced analytics and execution technology for institutional clients across the derivatives space. Their platform is used by leading hedge funds and asset managers to support relative value, volatility, and macro trading strategies. The environment combines strong … scalability, and performance. The role would suit someone with strong platform engineering instincts who enjoys building robust systems in fast-moving trading environments. Direct derivatives knowledge is helpful, but strong engineering capability is the bigger priority. What you will do Design and build core platform components including pricing services, APIs ...

team within a leading global markets environment. This role focuses on building and delivering critical technology solutions that support the full lifecycle of commodities derivatives trading — from pre-trade through to risk, pricing, and post-trade processing. You will play a key role in enhancing trading platforms, improving system performance … central to enabling this coverage through high-performing, scalable, and resilient trading systems. Key Responsibilities Design, develop, and deliver core functionality for the Commodities Derivatives platform Build scalable and high-performance systems supporting pricing, risk, and trading workflows Ensure platform stability through rigorous testing and release management Collaborate with front ...

Role Overview We are seeking an experienced Technical Manager to lead the delivery of a cloud-based Derivatives Valuation and Curve Validation platform leveraging Dataiku, MicrosoftAzure, and .NET technologies. The role will drive architecture, delivery governance, stakeholder management, and technical leadership for applications focused on derivative asset/liability valuation … offshore delivery teams to ensure scalable and compliant solutions aligned with financial industry standards. Key Responsibilities Lead end-to-end technical delivery of derivatives analytics and curve validation applications. Drive architecture and integration strategy across Dataiku, Azure cloud services, and .NET-based applications. Collaborate with treasury, finance, risk, and quantitative ...

looking for The Product Lead is a critical leader within the State Street Alpha business unit, driving the strategy, development, and delivery of OTC derivatives and other complex financial instruments. This role ensures that products align with client needs, regulatory requirements, and the overarching vision of State Street Alpha … for. What you will be responsible for : Strategic Leadership and Market Insights Conduct market intelligence, competitive analysis, and industry trend research specific to OTC derivatives and complex instruments to identify opportunities for innovation and differentiation. Lead client discovery sessions to deeply understand operational challenges, regulatory demands, and market needs across ...

transformation goals of the Bank. You will join the Counterparty Credit Risk Methodology team within GSA, which is responsible for Deutsche Bank’s derivatives exposure engine to simulate exposure profiles for derivatives and securities financing transactions by applying regulatory approved simulation models. The simulated time profiles are the basis ...

requirement gathering, documentation and stakeholder management skills Domain Experience (Critical) Hands-on experience in: Market Risk (VaR, sensitivities, stress testing) OR CCR (exposure calculation, derivatives, counterparty risk) Understanding of: Trade lifecycle and risk data flows Financial products: Derivatives (swaps, options, futures), bonds Good-to-Have Experience working with risk systems ...

will ensure all limits across the bank are maintained and updated along with any excesses that occur on a daily basis. This will be Derivative limits and also helping to maintain their Trade Finance limits on the GGS system and working closely with other Operations Administration Departments to ensure … Proactively provide support to Front Office departments for efficient execution of limit transactions across all bank systems. These are several different limits including Derivative, Money Market and Loan products. Responsibility for the accurate reporting of limit excesses across all EMEA Front Office Departments, ensuring excesses are escalated and followed through ...

Financial Risk Analytics provides products and solutions to financial institutions to measure and manage their market risk, counterparty credit risk, regulatory risk capital and derivative valuation adjustments. Our solutions combine advanced analytics and technology, including a fully vectorized pricing library, machine learning, and a scalable Big Data stack … nearest S&P Global office. This must be completed before we can proceed to an offer. Additional Preferred Qualifications: Exposure to market risk concepts, derivatives, valuation, risk models, regulatory capital, or financial analytics. Experience working with data, analytics, or technology products, ideally in a financial services or risk management environment. ...

Opportunity Quantitative Engineer - Exotic Derivatives Location: London, UK (Canary Wharf) Engagement: 12-Month Contract | Hybrid (3 days/week in office) Role Summary We are hiring a hands-on Quantitative Engineer with 15+ years of experience to join a premier financial institution. You will independently design, implement, and deliver production … grade pricing and risk models for complex exotic OTC derivatives across Equity, Rates, FX, and Commodities. Note: This is a pure individual contributor role focused on deep technical ownership, code implementation, and model formulation. It is not a management or advisory position. Key Requirements & Responsibilities Model Ownership: Independently design, code ...

monitoring, and governance. Evaluate and adopt emerging technologies to enhance analytics capabilities and commercial value. Domain Leadership Apply deep expertise in fixed income and derivatives to shape analytics products and ensure analytics outputs (e.g., pricing, risk and derived metrics) are accurate, performant, and aligned to client workflows. Stakeholder, Commercial & Organisational … degree in computer science or computer engineering with deep expertise in scaling analytics computations for financial markets. Strong domain knowledge in fixed income and derivatives, including pricing and risk concepts. Strong programming expertise (Python, Java, C++) with proven experience building distributed data and analytics systems, including high‐throughput pipelines ...

stakeholders, managing expectations across multiple business lines. Core Skills & Experience Practical experience with Equity-linked instruments (e.g. warrants, certificates, convertibles). Strong understanding of Derivatives , particularly Rates and Credit products. Solid knowledge of OTC derivative structures and valuation methods. Familiarity with the trade lifecycle and operational control frameworks. Proven track ...

institutional-grade execution and clearing services. GFO-X UK is the first FCA authorised, centrally cleared Multilateral Trading Facility (MTF) for digital asset derivatives, with all contracts cleared via LCH DigitalAssetClear. Backed by M&G Investments and supported by leading financial institutions, GFO-X Group is building the next generation … Management team to join our growing business. You will be part of a dynamic and experienced organisation, bringing the features and framework of traditional derivative markets to the rapidly expanding digital asset arena. Role Description The Head of Programme Management will lead the strategic planning, execution, and governance of cross ...

Huxley is seeking a Software Developer for their Commodity Derivatives team, working within the eTrading front office. This contract role pays up to £800 per day and offers hybrid working with 2-3 days per week in the London office. The ideal candidate should have solid experience with C#/ ...

culture of innovation and effective Job Responsibilities Oversee the design, development, and performance tuning of ultra-low-latency C++ trading systems supporting equity derivatives market making (options/warrants) Set the technology roadmap for trading systems expansion and lead strategic technical decision‐making across the region Work closely with global … Qualifications, Capabilities, and Skills Direct exposure to European exchange protocols and regional market microstructure Familiarity with options Greeks, market making strategies, volatility trading, and derivatives pricing models Experience developing market data feed handlers and order management systems for high‐throughput, latency‐sensitive environments Comfort with AI‐assisted development tools ...

Distinguished Quant Engineer - Exotic Derivatives (Java Engine) Location: London, UK (Canary Wharf) Engagement: 12-Month Contract | Hybrid (3 days/week in office) Level: Distinguished Engineer The Mission Join an elite team to build a sophisticated OTC derivative pricing system entirely from scratch using an open-source library architecture. … ground running on day one. Core Responsibilities Greenfield Ownership: Design, code, calibrate, and roll out pricing and risk frameworks for complex OTC derivatives from scratch. Numerical Frameworks: Implement robust Monte Carlo methods, Tree/lattice methods, and PDE approaches. Curve Engineering: Manage multi-curve setups, sophisticated interpolation, and bootstrapping frameworks. ...

Title: Distinguished Quantitative Engineer - Exotic Derivatives Location: London, UK (Hybrid) Duration: 12 Months+ Extendable contract Looking for a highly senior hands-on Quantitative Engineer/Quant Developer with strong experience in Exotic OTC Derivatives pricing and risk modelling. This is a pure hands-on individual contributor role and not suitable … performance considerations, whereas this role requires both numerical accuracy and production efficiency. Candidates from organizations or platforms such as Murex, Calypso, Numerix, or similar derivatives pricing environments will be highly preferred because of their exposure to institutional pricing libraries and OTC market conventions. The candidate should have deep understanding ...

region and re‐activate dormant accounts. Support the development of messaging, branding, and client engagement strategy. Identify and execute cross‐selling opportunities across listed derivatives and other business lines. Collaborate with product and client‐facing teams to identify new business opportunities and shape innovative offerings. Maintain a strong understanding … presentation skills. High energy, strong work ethic, and a passion for innovation in electronic trading. Knowledge across multiple asset classes, including equities, fixed income, derivatives, FX, digital assets, delta‐one, structured products, energy, and commodities. #J-18808-Ljbffr ...

Product Owner – Analytics £45,000–£60,000 (plus bonus) Location: London – 2 days per week in the office (Tuesday/Wednesday or Wednesday/Thursday), remote the rest About the Company Our client is a ...

place of high expectations, integrity, innovation and a willingness to challenge consensus. Derivnex is DRW’s institutional platform for on-chain OTC derivatives lifecycle management, built on the permissioned Canton Network using the DAML smart-contract model. The platform transforms matched OTC trades into private, versioned smart-contract state with … Lead engineering, infrastructure, DevOps, and security teams delivering institutional-grade reliability and performance. Partner with trading, operations, legal, and risk teams to translate OTC derivatives workflows into programmable on-chain infrastructure. Drive platform security, governance, operational resilience, and auditability. Represent Derivnex externally with counterparties, partners, and industry stakeholders. Required Skills ...

Contract: OMS/PMS PM/BA – Buy-Side Derivatives/TOM/Vendor Selection I’m looking for an experienced Investment Systems BA/PM for a major platform OMS/PMS PM/BA – Buy-Side Derivatives/TOM/Vendor Selection replacement programme with a large … institutional investor/asset owner. This is a derivatives-heavy role, supporting the replacement of an existing investment management system and helping the client move through RFI/RFP, vendor selection and implementation planning. The role will sit across Front Office, Operations, Risk, Performance and senior investment stakeholders ...