Full lifecycle experience on large, complex business and/or IT change programmes . In-depth understanding of key market risk measure s, e.g. Greeks/sensitivities, VaR, ES. Familiarity with a wide range of asset classes (e.g. fixed income, equities, derivatives). Experience working on FRTB implementation projects. Exposure More ❯
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 ❯
of exceptional mathematical and analytical skills Initial industry experience 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 More ❯
Management , or similar domains is a plus. Nice to have Knowledge of Openlink Endur or other ETRM platforms. Understanding of Risk metrics (e.g., MTM, Greeks). Strong documentation, communication, and collaboration skills. More ❯
Management , or similar domains is a plus. Nice to have Knowledge of Openlink Endur or other ETRM platforms. Understanding of Risk metrics (e.g., MTM, Greeks). Strong documentation, communication, and collaboration skills. More ❯
Management , or similar domains is a plus. Nice to have Knowledge of Openlink Endur or other ETRM platforms. Understanding of Risk metrics (e.g., MTM, Greeks). Strong documentation, communication, and collaboration skills. More ❯
Experience within a Market Risk environment in a commodity trading company. Knowledge of common risk metrics such as VaR, stress test, scenario analysis, option Greeks Strong skill with Microsoft Office suite including excellent Excel abilities. Some programing experience VBA, Python, R etc Knowledge of one or more of IT systems More ❯
Experience within a Market Risk environment in a commodity trading company. Knowledge of common risk metrics such as VaR, stress test, scenario analysis, option Greeks Strong skill with Microsoft Office suite including excellent Excel abilities. Some programing experience VBA, Python, R etc Knowledge of one or more of IT systems More ❯
developer proficient in Python and modern web development frameworks (e.g. Django, Flask, Asyncio/Aiohttp). Sound understanding of quantitative risk measurement techniques (VaR, Greeks, Sensitivities and Stress testing, etc.) and portfolio management concepts. Bachelor's or higher degree in Computer Science or related field of study Demonstrated ability to More ❯
strong proficiency in Python and modern web development frameworks (e.g., Django, Flask, Asyncio/Aio A solid understanding of quantitative risk measurement techniques (VaR, Greeks, Sensitivities, Stress testing) and core portfolio management principles. A Bachelor’s degree or higher in Computer Science or a related technical discipline. Demonstrated ability to More ❯
proficiency in Python and modern web development frameworks (e.g., Django, Flask, Asyncio/Aiohttp). A solid understanding of quantitative risk measurement techniques (VaR, Greeks, Sensitivities, Stress testing) and core portfolio management principles. A Bachelor’s degree or higher in Computer Science or a related technical discipline. Demonstrated ability to More ❯
london, south east england, United Kingdom Hybrid / WFH Options
Harrington Starr
proficiency in Python and modern web development frameworks (e.g., Django, Flask, Asyncio/Aiohttp). A solid understanding of quantitative risk measurement techniques (VaR, Greeks, Sensitivities, Stress testing) and core portfolio management principles. A Bachelor’s degree or higher in Computer Science or a related technical discipline. Demonstrated ability to More ❯
centered on risk management and analysis, transparency and escalation of risk, supervision, and overall process improvement. KEY RESPONSIBILITIES Ongoing review of risk measures (VaR, greeks, stress tests) and interaction with 1st line risk takers Evaluate risk taking behavior and influence outcomes through portfolio and transaction level risk analysis taking into … discipline preferred Understanding of financial products including their risk/reward tradeoffs Understanding of market risk measures, concepts, and regulatory rules: VaR, stress testing, greeks, Volcker rule, CCAR Excel, Bloomberg, Refinitiv Eikon familiarity, and ability to pick up in-house systems Ability to code desirable Proven problem solving ability and More ❯
