YOUR IMPACT: Are you interested in learning about and supporting a diverse group of equityderivative 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 EquityDerivative 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 EquityDerivative Operations provide middle office, business development and product support to the EquityDerivative 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 equityderivative 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 EquityDerivative 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 EquityDerivative Operations provide middle office, business development and product support to the EquityDerivative 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 equityderivative products. Strong derivative pricing skills a must (stochastic calculus, numerical techniques, coding in C++/python). Strong communication skills with the ability More ❯
EquityDerivatives Structuring, EquityDerivativesEquityDerivatives Structuring, EquityDerivatives 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 ❯
to join a dynamic and fast paced team, applying your analytical and problem-solving skills for maximum impact, whilst deepening your knowledge of EquityDerivatives? 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 EquityDerivative products including Equity Swaps and Cash equities. Knowledge of Equity corporate action events and lifecycle events is desirable. Strong teamwork More ❯
oral and written communication skills An interest to learn the business supported by the applications Skills Desired: MongoDB Knowledge of the EquityDerivative business Experience with cloud offerings (Azure/AWS More ❯
oral and written communication skills An interest to learn the business supported by the applications Skills Desired: MongoDB Knowledge of the EquityDerivative business Experience with cloud offerings (Azure/AWS More ❯
with sales and trading platforms or middle office trade processing systems in Equities, FX, Fixed Income, or Derivatives domain Preferred Qualifications: Experience in equityderivatives product knowledge is advantageous Familiarity with HTML5 and Angular for front-end development is a plus Experience in pricing tools development or enhancements More ❯
Glasgow, Lanarkshire, Scotland, United Kingdom Hybrid / WFH Options
Stackstudio Digital Ltd
understanding the business behind the code. Desirable Skills & Experience: NoSQL Know-How: Experience with MongoDB. Domain Knowledge: An understanding of the EquityDerivative business. Cloud Technologies: Experience with cloud platforms like Azure or AWS. Cutting-Edge Tech: Familiarity with technologies such as Kafka, IBM MQ, Snowflake, or More ❯
London, England, United Kingdom Hybrid / WFH Options
Source Technology
paced, front-office tech team that’s transforming how traders and clients interact with complex financial products. We’re building innovative tools for EquityDerivatives – from high-volume vanilla options to structured notes and algo indices. What you'll do: Build scalable Python microservices Shape system architecture & drive More ❯
london, south east england, united kingdom Hybrid / WFH Options
Source Technology
paced, front-office tech team that’s transforming how traders and clients interact with complex financial products. We’re building innovative tools for EquityDerivatives – 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 EquityDerivatives 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 equityderivatives 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 ❯
EquityDerivatives Quant Developer - C++, Python, CI/CD, Equities, EquityDerivatives, 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/EquityDerivatives 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 EquityDerivatives 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 ❯
EquityDerivatives Quant Developer - C++, Python, CI/CD, Equities, EquityDerivatives, 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/EquityDerivatives 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 EquityDerivatives 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 ❯
EquityDerivatives Quant Developer - C++, Python, CI/CD, Equities, EquityDerivatives, 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/EquityDerivatives 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 EquityDerivatives 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 ❯
Senior Software Engineer (SolstiCE)- EquityDerivatives Tech About Citi Citi is a world-leading global bank. We have approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. We provide consumers, corporations, governments, and institutions with a broad range of financial products … providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity. About the team The Equity Technology organization is undertaking a multi-year investment to completely re-engineer the front office technology platform to support business expansion plans to close … and leadership skills. You will work together with business stakeholders from Trading and Benchmark Administration Team (BAT), and with other members of the EquityDerivatives Tech development team to provide solutions that improve efficiency, decrease operational risk, and enable the business to expand and automate their current processes. More ❯
Python Quant Developer - Python, Equities, EquityDerivatives, 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/EquityDerivatives 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 EquityDerivatives 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, EquityDerivatives, 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/EquityDerivatives 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 EquityDerivatives 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 equityderivatives … front office, technology, and market risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equityderivatives 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 equityderivatives … front office, technology, and market risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equityderivatives 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 equityderivatives 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 equityderivatives 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 ❯