3 of 3 Greeks Jobs in Central London

interest rate derivatives revenue. ? Implement local volatility multi-factors short rate model (qGM) that used parallel Monte Carlo simulation, pathwise differentiation (AAD) for fast Greeks calculation. ? Deploy GM pricing tools in web-based application, excel and Murex. Promoted the use of Python as a prototyping tool for to replace Excel More ❯

Job Summary: Front Office C# Risk & Pricing Developer (Outside IR35) Role : Senior C# Risk & Pricing Developer Location : Remote (with occasional travel to London City) Rate : Upto £800 per day IR35 Status : Outside IR35 Duration : 12 months + Responsibilities : Develop and More ❯

Job Summary: Front Office C# Risk & Pricing Developer (Outside IR35) Role : Senior C# Risk & Pricing Developer Location : Remote (with occasional travel to London City) Rate : Upto £800 per day IR35 Status : Outside IR35 Duration : 12 months + Responsibilities : Develop and More ❯