26 to 28 of 28 Greeks Jobs

legacy platforms Working directly with Risk Managers to understand requirements and translate them into technical solutions Supporting risk measures including VaR, Greeks, sensitivities and P&L Helping shape a strategic platform that will ultimately support risk management across the firm What We Are Looking For The strongest candidates will combine … Risk environment. You should have: Strong commercial Python development experience Experience developing Market Risk or closely related risk technology Good understanding of VaR, Greeks and sensitivities Strong database and SQL knowledge Experience with Snowflake highly desirable Experience building scalable or distributed applications Understanding of financial products and their associated risk ...

legacy platforms • Working directly with Risk Managers to understand requirements and translate them into technical solutions • Supporting risk measures including VaR, Greeks, sensitivities and P&L • Helping shape a strategic platform that will ultimately support risk management across the firm What We Are Looking For The strongest candidates will combine … Risk environment. You should have: • Strong commercial Python development experience • Experience developing Market Risk or closely related risk technology • Good understanding of VaR, Greeks and sensitivities • Strong database and SQL knowledge • Experience with Snowflake highly desirable • Experience building scalable or distributed applications • Understanding of financial products and their associated risk ...

Broader Gas & Power Trading Systems ArchitectureArchitect end-to-end front-to-back trading workflows, from deal capture and position management through risk analytics (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, invoicing, confirmations and regulatory reporting (REMIT, EMIR, MiFID II, ACER).Design and govern the market connectivity architecture … commodity optimisation. Proven track record of defining and delivering enterprise-level architecture for front-to-back trading platforms, including trade capture, risk management (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, confirmations and regulatory reporting. Expert understanding of integration architecture in high-performance trading environments — including messaging ...

aligned with market data and internal policies. P&L Explanation & Attribution: Decompose daily and periodic P&L into clear components, including market movements (Greeks-based P&L), idiosyncratic events, trading activity, and other factors, to provide transparent explanations to traders, risk, finance, and senior management. Model Calibration: Calibrate model … least 3 years of relevant experience in equity derivatives, structured products, or quantitative finance. Advanced knowledge of equity derivatives products, their risk profiles (Greeks), and common valuation methodologies for structured products and exotics. Strong coding skills (e.g., Python, C++, or similar) and the ability to work efficiently with large datasets ...

full suite of exotic structures. Monitor and analyse risk sensitivities across the full FX volatility surface – delta, gamma, vega, and higher-order Greeks – with particular focus on spot vol grids, pin risks, smile dynamics, term structure and cross-currency effects. Understand and challenge pricing models for exotic FX options … inputs including local and stochastic volatility. Maintain and evolve the limit framework for FX and FXO businesses, ensuring coverage of Greeks limits, VaR, stress and notional constraints aligned to risk appetite and regulatory standards. Support the FRTB IMA/SA-TB analysis for derivatives trading books, contributing to internal capital ...