and data models. Product configuration expertise (applicable to Power, Gas, Oil, Coal, Emissions, etc.) in exchange products (futures and options), OTC products like swaps, swaptions, or forwards. Strong understanding of one RDBMS (Oracle/SQL Server/Sybase). Good understanding of the full software development life cycle Additional Information More ❯
Familiarity with E/CTRM architecture (functional and deployment) and data models. Product configuration expertise in exchange products (futures, options) and OTC products (swaps, swaptions, forwards) across commodities like Power, Gas, Oil, Coal, Emissions. Strong understanding of RDBMS such as Oracle, SQL Server, or Sybase. Good understanding of the full More ❯
syntax validation, and error detection, enhancing development efficiency and code quality. ? Application of Tensor Neural Networks for pricing complex financial derivatives such as Bermudan Swaptions, improving accuracy and computational efficiency To find out more about SThree, please visit www.sthree.com SThree Partnership LLP is acting as an Employment Business in relation More ❯
and regulatory risk models such as volatility, asset pricing, stress testing, etc. Deep understanding of financial instruments such as bonds, options, swaps (IRS & CDS), swaptions, etc. Able to develop and debug production-grade code in Python and MySQL Ability to work on complex client queries and has a problem-solving More ❯
ensuring compliance with new UK regulations that mandate good governance around models. Key Responsibilities Model Development and Validation: Develop and validate models for pricing swaptions, Bermudan options, Constant Maturity Swaps (CMS), equity exotics (equity barrier options), inflation vanilla swaps, and Credit Valuation Adjustment (CVA). Perform initial model testing and … Quantitative Skills: Strong background in quantitative finance, with experience in valuation models for non-linear payoffs. Expertise in at least one of the following: swaptions, Bermudan swaptions, FX options, equity exotics, inflation swaps, or CVA. Technical Knowledge: Ability to define models, write down equations, calibrate models, and implement them effectively. More ❯
Job Opportunity: Linear Rates Quant Developer We have a current opportunity for a Linear Rates Quant Developer on a permanent basis. The position will be based in London. For further information about this position, please apply. Key Responsibilities: Contribute to More ❯
