1 to 25 of 28 Equity Derivative Jobs in England

YOUR IMPACT: Are you interested in learning about and supporting a diverse group of equity derivative businesses? Do you want to work in direct partnership with revenue generating desks? Would you like to support businesses that are always evolving, where there is always something new to learn … and where you will have direct impact on the evolution of these businesses? Our Equity Derivative Middle Office team is seeking experienced professionals focused on Corporate Action Lifecycle processing who are diligent, analytical and have the ability to collaborate with everyone in the front-to-back execution … expertise will help the business enable trading to continue post corporate actions in the market. BUSINESS UNIT OVERVIEW EMEA Global Markets Equity Derivative Operations provide middle office, business development and product support to the Equity Derivative businesses across EMEA. Within this organization, we have More ❯

on London, Greater London, England, United Kingdom YOUR IMPACT: Are you interested in learning about and supporting a diverse group of equity derivative businesses? Do you want to work in direct partnership with revenue generating desks? Would you like to support businesses that are always evolving, where … there is always something new to learn and where you will have direct impact on the evolution of these businesses? Our Equity Derivative Middle Office team is seeking experienced professionals focused on Corporate Action Lifecycle processing who are diligent, analytical and have the ability to collaborate with … and help to specify the systems that deliver accuracy, timeliness and integrity to our business. BUSINESS UNIT OVERVIEW EMEA Global Markets Equity Derivative Operations provide middle office, business development and product support to the Equity Derivative businesses across EMEA. Within this organization, we have More ❯

or experience in either model development or validation to Citi's Model Risk Management team that focus on validation of Equity & Hybrids derivative pricing models for Trading and Hedges. By Joining Citi, you will become part of a global organisation whose mission is to serve as a … that enable growth and economic progress. Role Overview This position will be responsible for validating and model risk management of Equity & Hybrids derivative pricing models for Trading and Hedges. This position requires strong derivative pricing skills along with relevant industry experience. Validation work will involve reviewing … role in risk management at a financial institution with experience in either model development or validation, ideally experience in modelling of equity derivative products. Strong derivative pricing skills a must (stochastic calculus, numerical techniques, coding in C++/python). Strong communication skills with the ability More ❯

Equity Derivatives Structuring, Equity Derivatives Equity Derivatives Structuring, Equity Derivatives Apply locations London time type Full time posted on Posted 7 Days Ago job requisition id JR001295 Position Description The EQD Structuring role entails marketing EQD products to EMEA clients, providing market More ❯

the capabilities and client base of the Nexus platform. We are looking for a self-motivated team member with experience in equity derivative products, especially delta one products, and knowledge of different booking structures and internal systems within Equities. As a Nexus Platform Analyst, you will collaborate … Capabilities, and Skills An enquiring mind, perseverance, and the ability to handle a large amount of information. Ability to understand simple and complex equity derivatives products, along with related regulations and risks. Self-motivated, with the drive and skill to seek out new client opportunities and … produce thoughtful ideas to meet bespoke client requirements. Ability to work under pressure. Reliability and a team-player personality. Experience in equity derivative products, especially delta one products. Knowledge of different booking structures and internal systems within Equities. This role encompasses the performance of UK regulated activity. More ❯

to join a dynamic and fast paced team, applying your analytical and problem-solving skills for maximum impact, whilst deepening your knowledge of Equity Derivatives? Synthetics Lifecycle Middle Office is seeking a professional who is looking to partner with our business and other internal and external stakeholders to … risk management. SPG (Synthetics Products Group) Lifecycle Middle Office is responsible for the accurate and timely reflection of corporation action adjustments on both Equity Swap and Cash positions in Europe. The Middle Office team has critical focus on front office day to day risk, event capture, reconciliations, queries … in a Trade Processing or Middle Office team supporting an Equities business. Ability to demonstrate an understanding of a range of Equity Derivative products including Equity Swaps and Cash equities. Knowledge of Equity corporate action events and lifecycle events is desirable. Strong teamwork More ❯

paced, front-office tech team that’s transforming how traders and clients interact with complex financial products. We’re building innovative tools for Equity Derivatives – from high-volume vanilla options to structured notes and algo indices. What you'll do: Build scalable Python microservices Shape system architecture & drive More ❯

paced, front-office tech team that’s transforming how traders and clients interact with complex financial products. We’re building innovative tools for Equity Derivatives – from high-volume vanilla options to structured notes and algo indices. What you'll do: Build scalable Python microservices Shape system architecture & drive More ❯

from legacy platform to new as required. 2nd line support for all FIX issues and Client Connectivity related. Client onboarding for Equity, Derivative and Rates businesses. Development Value: This role will offer an exceptional candidate who is looking to gain real Client Onboarding access experience, the opportunity More ❯

complex financial and technical challenges power our business decisions. We are a team of desk strategists who work to transform the FICC and Equity Derivatives businesses by automating the key decisions taken every day. Our team has a wide remit including automatic quoting, optimizing hedging decisions, and developing More ❯

addition Expertise with Core Java and Spring Advanced SQL. Experience with cloud technologies is a plus (AWS, Snowflake, etc) Familiarity with equities and equity derivatives within a real-time electronic trading environment is required Strong communication skills; ability to liaise with investment professionals, risk research quants, and technologists More ❯

or managing onshore and offshore team members. Experience and familiarity with a variety of financial instruments and products including fixed income, equity, derivative and swap asset classes. Strong knowledge and understanding of financial markets data, coupled with analytical and problem-solving skills to distill large amounts of More ❯

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role … market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: C++/Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting … and sensitivities. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1000 per More ❯

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role … market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: C++/Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting … and sensitivities. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1000 per More ❯

s securities business. Headquartered in London, we have just over 600 employees and are active throughout the international capital markets, focusing on debt, equity, derivatives, and structured products. Due to the diverse nature of our business, we require a clear unifying vision for all of our people. It More ❯

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Excel, Pricing, Sensitivity Calculations I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on … market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: C++/Python Equities/Equity Derivatives CI/CD Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities. … Degree in Mathematics, Finance, or a related field. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. This is a contract role paying up to £1050 per day inside More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure … pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting … and sensitivities. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure … pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting … and sensitivities. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per More ❯

Risk Analytics – Equity market risk quantitative analyst Our investment banking client is seeking an experienced quantitative analyst/risk modeler with 5 - 8 years of financial industry experience to join the Quantitative Risk team. Focus of this position is on Market Risk modeling for equity derivatives … front office, technology, and market risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel … analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Good understanding of equity pricing models and products. Strong programing skills and data handling skills in SQL and Python (ability to wrangle large data sets, implement statistical tests More ❯

Risk Analytics – Equity market risk quantitative analyst Our investment banking client is seeking an experienced quantitative analyst/risk modeler with 5 - 8 years of financial industry experience to join the Quantitative Risk team. Focus of this position is on Market Risk modeling for equity derivatives … front office, technology, and market risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel … analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Good understanding of equity pricing models and products. Strong programing skills and data handling skills in SQL and Python (ability to wrangle large data sets, implement statistical tests More ❯

An important component will be the pricing of non-linear payoffs on complex multi-asset indices. The candidate must have significant experience with equity derivatives pricing models. BASIC QUALIFICATIONS Bachelor's, Master's, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject. Strong quantitative skills with … significant experience in equity derivatives modelling. Strong programming skills, including clear understanding of algorithms and data structures. Excellent written and verbal communication skills. High level of diligence and discipline. Comfortable managing multiple stakeholders, demonstrating initiative and showing commercial impact. ABOUT GOLDMAN SACHS At Goldman Sachs, we commit our More ❯

London (Hybrid) One of our Global Investment Banking clients is looking for a Quant Developer with strong Python coding experience to join the Equity Derivatives team. This role sits within the Pre/Post Trade sub team, and requires a Quant Developer with expertise in designing productionised code … with Pandas and NumPy libraries Experience contributing in robust Python code to a Quant Library TDD Unit testing Object Oriented Design Desired Skills: Equity Derivatives Structured Products knowledge e.g. autocallable, coupons Product lifecycle management Pre and post trade experience C++ or Rust would be a bonus If this More ❯

London (Hybrid) One of our Global Investment Banking clients is looking for a Quant Developer with strong Python coding experience to join the Equity Derivatives team. This role sits within the Pre/Post Trade sub team, and requires a Quant Developer with expertise in designing productionised code … with Pandas and NumPy libraries Experience contributing in robust Python code to a Quant Library TDD Unit testing Object Oriented Design Desired Skills: Equity Derivatives Structured Products knowledge e.g. autocallable, coupons Product lifecycle management Pre and post trade experience C++ or Rust would be a bonus If this More ❯

Associate Director, Quantitative Modeller/Analyst, Equity Derivatives Brand: HSBC Area of Interest: Investment Banking, Markets, and Research Location: London, GB, E14 5HQ Work style: Hybrid Worker Date: 5 Feb 2025 If you're looking for a career that will help you stand out, join HSBC and fulfil … term performance. Our products and services include advisory, financing, prime services, research and analysis, securities services, trading and sales and transaction banking. The Equity Derivatives Quants team are currently looking for a Quant Modeller/Analyst to join the desk in London. In this role, you will: Design … background in Quantitative Finance (calculus, partial differential equations, no-arbitrage valuation, numerical analysis). Proven working knowledge of main instruments used in Structured Equity Derivatives Products. Strong Python/C++ skills. Knowledge of RUST would be beneficial. Knowledge of at least one of the following scripting languages: Python More ❯

The Role Prime Brokerage Middle Office: Equity & Fixed Income (Repo’s) Stock Lending & Collateral Management Operations SME (Based on a Trading floor and a brand new Trading desk) Martis Search are proud to represent a City of London based global Investment Bank that is going through a huge … and continued growth phase (in very difficult market conditions) to hire a senior Equity & Fixed Income Stock Lending & Collateral Management Operations SME situated within their Prime Brokerage Middle Office (sitting on their Trading floor). This is a brand new business line, Trading desk and Middle Office department … and supporting a highly experienced Equity & Fixed Income (Repo’s) Stock Lending & Collateral Management Trading desk. Our client is looking for an Equity & Fixed Income Stock Lending Operations/Security Lending Operations/Collateral Management SME with sound working knowledge gained from Equities and Fixed Income More ❯