We collect, transform, aggregate and disseminate pricing and related derived data, such as: Commodity Price and Yield Curves - Mark-to-market, and Mark-to-model settlement prices Option sensitivities ('greeks') and fixed-income sensitivities like DV01s and BPVs. Proprietary pricing models in collaboration with analysts and Risk Management. While previous experience in the trading and finance industry is beneficial, we More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Lorien
Angular Frameworks such as Unity, Spring, Prism, Castle Experience integrating pricing libraries and pricing tools Domain Knowledge: Solid understanding of financial markets and derivatives Expertise in options theory , including Greeks, volatility smiles, and exotic options Experience with interest rate markets (curve building, bootstrapping, IRS valuation) Commodities knowledge is a strong plus (e.g., oil, gas, power) Soft Skills: Strong business acumen More ❯
Angular Frameworks such as Unity, Spring, Prism, Castle Experience integrating pricing libraries and pricing tools Domain Knowledge: Solid understanding of financial markets and derivatives Expertise in options theory , including Greeks, volatility smiles, and exotic options Experience with interest rate markets (curve building, bootstrapping, IRS valuation) Commodities knowledge is a strong plus (e.g., oil, gas, power) Soft Skills: Strong business acumen More ❯
MARGO is partnering with a leading financial institution to find a Senior C# WPF Developer with experience in Risk and Profit and Loss. Knowledge of Greeks is important in this role. What you'll do: Design & Development Build and enhance high-performance WPF C# applications Collaboration & Delivery Work closely with trading desks, pricing heads, and global infrastructure teams Participate in More ❯
Significant industry experience in financial markets from a trading, risk or quantitative perspective Sound knowledge of the fixed-income asset class, including derivatives Deep understanding of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Hands-on skills in a programming/scripting language such as SQL, Python, C# Good interpersonal skills and keen to collaborate closely with customers More ❯
protocols, and conducting stress tests for prop trading. Familiarity with trading systems (e.g., Bloomberg, Murex, Calypso, or similar) and their risk management modules. Strong understanding of risk metrics (VaR, Greeks, stress testing) and financial instruments (bonds, equities) Expertise in system testing methodologies and tools, with the ability to design tests from scratch. Rate to be discussed. More ❯
free data structures, and cache aware memory layouts. Familiarity with key DeFi protocols and aggregators (Jupiter, Uniswap, Jito, Flashbots). Deep understanding of derivatives pricing and risk (Black Scholes, greeks, margin, hedging). Strong understanding of crypto markets, order-book mechanics, market-data feed architectures, and risk-control frameworks. Experience developing EVM Smart Contracts using Solidity and popular toolchains (Foundry More ❯
