10 of 10 Contract Derivative Jobs in London

front office environment Desirable Skills Experience working directly with Front Office trading desks Knowledge of asset classes such as FX, Fixed Income, or Derivatives Familiarity with CI/CD pipelines and DevOps practices Experience with cloud platforms (AWS, GCP, or Azure) Why Apply? Work on critical, high-impact trading systems ...

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 ...

process visualisations Ensure clarity of functional and non-functional requirements Requirements Candidates should have a background in financial services, ideally within banking, securities, or derivatives, as this experience is central to the role. Strong SQL and data analysis skills Experience on data-centric or Business Intelligence projects Familiarity with Agile ...

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 ...

Quantitative Engineer - Exotic Derivatives (Contract) Location: London, UK (Hybrid/On-site) Engagement: Contract (Inside IR35) Duration: 12 months Rate: £750-£800 per day (via an umbrella company) About the Role We are seeking a Distinguished Quantitative Engineer for a high-impact, senior individual-contributor contract role based in London. … seasoned professional with 15+ years of demonstrable experience independently designing, implementing, and delivering production-grade pricing and risk models for complex exotic derivatives across Equity, Rates, FX, and Commodities. We require deep, hands-on ownership. You will be responsible for everything from mathematical formulation and numerical implementation to performance optimisation ...

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 ...

Opportunity Quantitative Engineer - Exotic Derivatives Location: London, UK (Canary Wharf) Engagement: 12-Month Contract | Hybrid (3 days/week in office) Role Summary We are hiring a hands-on Quantitative Engineer with 15+ years of experience to join a premier financial institution. You will independently design, implement, and deliver production … grade pricing and risk models for complex exotic OTC derivatives across Equity, Rates, FX, and Commodities. Note: This is a pure individual contributor role focused on deep technical ownership, code implementation, and model formulation. It is not a management or advisory position. Key Requirements & Responsibilities Model Ownership: Independently design, code ...

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. ...

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 ...

Contract: OMS/PMS PM/BA Buy-Side Derivatives/TOM/Vendor Selection I m looking for an experienced Investment Systems BA/PM for a major platform OMS/PMS PM/BA Buy-Side Derivatives/TOM/Vendor Selection replacement programme with a large … institutional investor/asset owner. This is a derivatives-heavy role, supporting the replacement of an existing investment management system and helping the client move through RFI/RFP, vendor selection and implementation planning. The role will sit across Front Office, Operations, Risk, Performance and senior investment stakeholders ...