11 of 11 Contract Derivative Jobs

ability to work directly with demanding front office stakeholders Experience with real-time data feeds and low-latency requirements Preferred Skills Databricks experience Capital markets knowledge (equities, fixed income, derivatives) Experience with financial data vendors (Bloomberg, Reuters, MarkIt) Cloud platforms (Azure preferred) and orchestration tools Understanding of risk metrics and P&L calculations Please apply within for further details or More ❯

Infrastructure as Code (IaC) initiatives using Terraform, Ansible. Business/Market Knowledge: * Understand Front Office processes and market data flows. * Support trading desks during market hours (Equities, FX, Rates, Derivatives). Continuous Improvement: * Drive process improvements in monitoring, alerting, and release management. * Collaborate on the move toward Cloud (AWS/Azure/Private Cloud) and DevOps practices. Key Skills and More ❯

to Infrastructure as Code (IaC) initiatives using Terraform, Ansible.Business/Market Knowledge:* Understand Front Office processes and market data flows.* Support trading desks during market hours (Equities, FX, Rates, Derivatives).Continuous Improvement:* Drive process improvements in monitoring, alerting, and release management.* Collaborate on the move toward Cloud (AWS/Azure/Private Cloud) and DevOps practices.Key Skills and Experience Required More ❯

in a complex, high-volume environment. Deep expertise in BI tools (Power BI, Tableau, Qlik) and strong SQL/data modelling skills. Solid understanding of investment banking products (e.g., derivatives, fixed income, equities) and trade lifecycle. Experience with cloud-based data platforms (Azure, AWS) and modern data architectures. Strong leadership, stakeholder engagement, and communication skills. DevSecOps for reporting/visualisation More ❯

/PostgreSQL/Kafka/TDD Our leading investment banking client is looking for a Senior Java Developer to join them on an initial 12 month contract. Skills Required Derivatives, risk management and trading, market risk Market Data Financial Market exp Investment Banking development experience Java 17+ dev experience Apache Kafka Postgre SQL Contract - Central London based - flexible working - paying More ❯

the vendor solution as well as our in-house customizations. The key piece of software used by the global team is TLM Collateral Management, providing margining functionality for OTC derivatives, repo, and SBL products. The candidate will need to be able to translate the team's issues into technical solutions that can be developed in-house or with customizations to … relevant business functions. The candidate would need strong collateral management "hands-on" technical support knowledge using the TLM Collateral Management system with an understanding of the margining requirements across derivatives, repo, and SBL products. Key Responsibilities: Act as the Collateral Tech SME, providing analysis and determining requirements to resolve the issues raised to the team. Support the business and business … analysts to understand and document current issues and inefficiencies in the OTC derivative, repo, and MBS collateral management process. Design technical solutions to resolve business issues that are within the capabilities of the TLM Collateral Management System. Upgrade TLM Collateral Management to a later version. Configure all individual software modules. Upgrade the various databases. Setup and configure IIS websites. Own More ❯

for an experienced Middle Office Data Quality & Controls Specialist to support a high-impact programme focused on improving investment data integrity across public and private assets - including OTC Bilateral Derivatives and Direct Private Credit. This is a contract role offering a high level of autonomy, visibility, and the opportunity to make a tangible impact on business-critical processes. Key Responsibilities … a 2026 strategic transformation programme. Essential Skills & Experience: Strong experience in Middle Office, Investment Operations, or Data Controls within Banking, Asset Management, or Insurance. Deep understanding of OTC Bilateral Derivatives, Public Assets, and Direct Private Credit workflows and data elements. Advanced Excel & VBA - must be confident building tools, macros, and templates from scratch. Experience with Python for data manipulation (highly More ❯

for an experienced Middle Office Data Quality & Controls Specialist to support a high-impact programme focused on improving investment data integrity across public and private assets - including OTC Bilateral Derivatives and Direct Private Credit. This is a contract role offering a high level of autonomy, visibility, and the opportunity to make a tangible impact on business-critical processes. Key Responsibilities … a 2026 strategic transformation programme. Essential Skills & Experience: Strong experience in Middle Office, Investment Operations, or Data Controls within Banking, Asset Management, or Insurance. Deep understanding of OTC Bilateral Derivatives, Public Assets, and Direct Private Credit workflows and data elements. Advanced Excel & VBA - must be confident building tools, macros, and templates from scratch. Experience with Python for data manipulation (highly More ❯

QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products, quantitative index and strategies business. Key Responsibilities: * Documentation, Testing and improvements of an internal risk model, which is owned by … a Masters or PhD in Mathematics/Computer Science or related field * Mathematically minded (knowledge of financial mathematic, ability to program numerical algorithms in C++): * Experience in Front Office & Derivatives modelling * Theoretical knowledge of financial engineering/structuring and financial product development * Strong analytical and numerical skills * Good Python programming skills * Strong C++ programming skills (ideally worked in a C++ More ❯

following requirements: · A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance. · Proven experience in a quantitative finance environment - counterparty risk. · Good knowledge of derivatives, their risk drivers and pricing models. · Track record of quantitative models implementation, using C# or C++, in a source-controlled environment. · Ability to contribute and operate with minimum level of More ❯

a highly skilled Commodities Trading C# Developer to join the team on an initial 6-month contract. Responsibilities: To design and develop key pieces of functionality for the Commodities Derivatives Platform. Ensure stability of the platform by ensuring releases are suitably tested and impacts are considered. Ensure supportability of solutions Follow the team procedures for release control, code review, deployment More ❯