Equity Volatility. The role centers on developing sophisticated local and stochastic volatility implementations while spearheading their C++17 to C++20 modernization initiative. You'd be building real-time P&Lattribution systems and risk engines that directly support portfolio managers trading complex equity derivatives and volatility indices. Blend of cutting-edge quantitative research with production-grade engineering - you More ❯
Data bases such as MSSQL or Postgres Experience of working in a financial institution on trading/risk or middle office desks possibly with exposure to: Value at risk PnLattribution Capable of taking responsibility for delivering significant projects, in particular Liaising with risk analysts and middle officers to understand and gather requirements Design, development, testing and More ❯
london (city of london), south east england, united kingdom
Richard James Recruitment Specialists Ltd
Data bases such as MSSQL or Postgres Experience of working in a financial institution on trading/risk or middle office desks possibly with exposure to: Value at risk PnLattribution Capable of taking responsibility for delivering significant projects, in particular Liaising with risk analysts and middle officers to understand and gather requirements Design, development, testing and More ❯
Data bases such as MSSQL or Postgres Experience of working in a financial institution on trading/risk or middle office desks possibly with exposure to: Value at risk PnLattribution Capable of taking responsibility for delivering significant projects, in particular Liaising with risk analysts and middle officers to understand and gather requirements Design, development, testing and More ❯