will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interestratederivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, derivatives pricing and theory is preferred. Responsibilities Drive clearing house margin, stress and More ❯
Overview Our Risk Graduate Program is fourteen months in duration and seeks to hire ambitious, enthusiastic candidates who have strong mathematical, quantitative backgrounds and coding skills, with demonstrated interest in risk. Overview & Responsibilities The program will start with an extensive two-month training program at our London office, followed by two six-month rotations. The training will cover … a range of topics relating to Risk Management and Financial Markets including Macroeconomics, FX, Digital Assets, InterestRateDerivatives, Equity Rates, Bonds, Credit and Fixed Income, the Greeks, Pricing Strategies, Excel and Python. Additionally, graduates will benefit from classes hosted by Risk Officers, Traders and Portfolio Managers, as well as key talks, networking lunches, a mentor … and social events. The rotations aim to provide each graduate with an 'on the desk experience'. We will match you to desks based on your skills and interest where you will learn the fundamentals of risk across our Collateral & Compression and Core risk teams. At the end of the program, successful participants will be placed in full More ❯
Out in Science, Technology, Engineering, and Mathematics
the businesses have the appropriate level of funding to conduct their activities, while also optimizing the firm's liquidity and managing its risk. The mission statement of the InterestRate Risk (IRR) and Analytics Strats team within CT is to develop quantitative models for Asset Liability Management to optimize, analyze and manage the Firm's interestrate income generated from our assets and interestrate expense incurred on our liabilities. As part of the team you will be involved in capital markets and banking initiatives, new business activities and firmwide strategic programs. Responsibilities: Develop quantitative models for interestrate risk, from both economic and … e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling. Experience with financial markets and assets; preference for vanilla interestratederivative pricing, bond and deposit pricing, curve construction, hedging strategies and risk management. Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple More ❯
will interact with various teams of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interestratederivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, stochastic calculus and probability theory is preferred . Responsibilities Drive clearing house margin More ❯
to drive global consistency in Valuation Control execution Drive Operational Excellence by automating workflows with an End-to-End solution What we are looking for: Knowledge of structured interestratederivatives products for trading, pricing, and risk management, and broad understanding of cross-asset class products Previous experience in large, complex financial services organizations performing valuation … control/FO tech/model development in complex interestratederivatives Excellent analytical and problem-solving abilities with proficiency in Python System design and development experience, working in cross-functional teams Excellent written and communication skills with the ability to communicate complex issues simply Flexibility to adapt to changing priorities while meeting long-term objectives More ❯
MSSQL, Postgres, Redis Kafka/RabbitMQ or similar event-based platforms Data structures and design/analysis of algorithms Not required, but a bonus Fixed Income products and InterestRatederivatives (including Risk, PnL attribution, scenario analysis, etc.) IR derivatives models (Yield Curves, Option Pricing, SABR, etc.) Statistics, discrete mathematics, linear algebra Personal Traits Possesses the More ❯
Out in Science, Technology, Engineering, and Mathematics
e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling. Experience with financial markets and assets; preference for vanilla interestratederivative pricing, bond and deposit pricing, curve construction, hedging strategies and risk management. Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple More ❯