8 of 8 Contract Derivative Jobs in England

Shell Scripting experience Domain Experience Investment Banking or Capital Markets background Experience across Market Risk, CCR, PnL, Trade Lifecycle and Reconciliations Knowledge of derivatives, swaps, futures, options and fixed-income products Desirable PySpark or distributed data processing Exposure to quantitative models and pricing systems Global banking environment experience ...

1. Strong programming skills in C++ (essential) and SQL 2. Proven Experience in quantitative modelling 3. Exposure to XVA, counterparty risk, collateral, or credit derivatives (highly desirable) 4. Strong analytical and problem-solving skills 5. Ability to work in a front-office-facing environment Skills java kotlin Python xva risk ...

Price etc.) Demonstrable experience of Front Office system design and architecture (algo trading plant and topology) Business Knowledge - Understanding of equities and/or derivatives markets. Knowledge of FIX (heartbeating, login, sequence numbers, message types etc.) Initial 12 month contract, hybrid working, inside IR35 role By applying to this ...

Commodity Trading (FTC) £70,000 - £80,000 + Benefits London 18 Month Fixed Term Contract Business Analyst, Business Analysis, Commodity Trading, Commodities, Metal, Oil, Derivatives, Financial Services, ETRM, Aspect, Change Management A global Commodity Trading business are currently seeking a Business Analyst to join them on an 18 month Fixed ...

will ensure all limits across the bank are maintained and updated along with any excesses that occur on a daily basis. This will be Derivative limits and also helping to maintain their Trade Finance limits on the GGS system and working closely with other Operations Administration Departments to ensure … Proactively provide support to Front Office departments for efficient execution of limit transactions across all bank systems. These are several different limits including Derivative, Money Market and Loan products. Responsibility for the accurate reporting of limit excesses across all EMEA Front Office Departments, ensuring excesses are escalated and followed through ...

Distinguished Quant Engineer - Exotic Derivatives (Java Engine) Location: London, UK (Canary Wharf) Engagement: 12-Month Contract | Hybrid (3 days/week in office) Level: Distinguished Engineer The Mission Join an elite team to build a sophisticated OTC derivative pricing system entirely from scratch using an open-source library architecture. … ground running on day one. Core Responsibilities Greenfield Ownership: Design, code, calibrate, and roll out pricing and risk frameworks for complex OTC derivatives from scratch. Numerical Frameworks: Implement robust Monte Carlo methods, Tree/lattice methods, and PDE approaches. Curve Engineering: Manage multi-curve setups, sophisticated interpolation, and bootstrapping frameworks. ...

including positions, cash forecasting, month-end client reports, and ad hoc requests. - Collaborating closely with global stakeholders including external custodians, brokers, and internal utilities (derivatives, corporate actions, recon support, pricing, transfer agency, fund accounting, and market FX). - Conducts research to gather information on the most complex, multi-faceted transactions … with clients re book of record * Reconciliation between custodians and fund accounting team * Resolving Middle Office exceptions and client queries * Demonstrable product knowledge (Funds, Derivatives, Equities, and Fixed Income) helpful. * Demonstrable systems knowledge (TLM, Eagle) preferred * Demonstrable knowledge of Digital Tools (Power BI, Alteryx, UI Path) helpful. * Experience ...

Quant Developer - Exotic Derivatives Location: London (3 days/week hybrid) Duration: 6-12 months (12-month scope) The Role Join a front-office team at a global financial institution building a brand-new capital markets valuation engine from scratch. This is a hands-on, individual contributor role-no black … grade Java is a strict requirement. Math/Finance: Deep understanding of curve building, bootstrapping, financial date mechanics, and cash flows. Products: Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts. Execution: Proven ability to implement advanced numerical methods (e.g., Monte Carlo) and hit the ground ...