20 of 20 Permanent Greeks Jobs in the UK

fixed income, credit, equity derivatives, structured products or xVA. Practical knowledge of market-risk concepts including VaR, stress testing, scenario analysis, sensitivities/Greeks, P&L attribution and risk limits. Exposure to pricing, MTM, IPV, fair value, valuation adjustments, risk capture, model outputs or P&L explain would be advantageous. ...

test sophisticated models to value financial positions, construct quantitative datasets (e.g., curves, volatility cubes, correlation matrices), and calculate market risk metrics (e.g., VaR, greeks) in real-time across all asset classes. Our cutting-edge risk and pricing models are trusted by some of the world’s most prestigious financial institutions ...

curves, volatility cubes, correlation matrices). You will also contribute to the development of robust data-driven systems for market risk calculations (e.g., VaR, greeks) in real-time across all asset classes. Our cutting-edge risk and data solutions are trusted by some of the world’s most prestigious financial ...

productsAbility to work in a fast-paced, collaborative environmentStrong communication skills and attention to detailExperience working with derivatives or volatility productsFamiliarity with options pricing, Greeks, or volatility surface analysisExperience handling large market datasets or building research pipelinesFor more information about DRW's processing activities and our use of job applicants ...

fast-paced, collaborative environment Strong communication skills and attention to detail Experience working with derivatives or volatility products Familiarity with options pricing, Greeks, or volatility surface analysis Experience handling large market datasets or building research pipelines For more information about DRW's processing activities and our use of job applicants ...

stochastic processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisationDevelop analytical risk and sensitivity techniques — closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition and attribution, and efficient hedge construction across curves and volatility surfacesDesign and maintain term-structure and multi-curve frameworks: yield-curve construction, dual ...

processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisation Develop analytical risk and sensitivity techniques - closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition and attribution, and efficient hedge construction across curves and volatility surfaces Design and maintain term-structure and multi-curve frameworks: yield-curve construction ...

processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisation Develop analytical risk and sensitivity techniques - closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition and attribution, and efficient hedge construction across curves and volatility surfaces Design and maintain term-structure and multi-curve frameworks: yield-curve construction ...

simple derivative products (vanilla options, variance swaps, strategies involving vanillas): how these are used, how to price them, how to evaluate risk exposure using Greeks Unix or Linux knowledge. Exposure to NoSQL systems (Cassandra, MongoDB .etc.) Working knowledge of continuous integration and deployment processes Experience with project management. Experience with ...

management, build tooling, and CI environments such as JenkinsPreferred Qualifications, Capabilities, and SkillsDirect exposure to European exchange protocols and regional market microstructureFamiliarity with options Greeks, market making strategies, volatility trading, and derivatives pricing modelsExperience developing market data feed handlers and order management systems for high-throughput, latency-sensitive environmentsComfort with ...

with agentic development (ADLC) Business knowledge of simple derivative products (vanilla options, variance swaps, strategies involving vanillas) Understanding of pricing and risk evaluation using Greeks Experience with at least one modern programming language (Python, Java, etc.) Knowledge of at least one relational database (Sybase, SQL Server, Oracle, etc.) Demonstrated experience ...

Beacon development end‐to‐end — design, build, and maintain complex quantitative models, scripts, and workflows within the Beacon platform, covering risk analytics, P&L, Greeks, and mark‐to‐market across multi‐commodity portfolios. Quantitative modelling — develop and validate pricing models, risk metrics (VaR, sensitivities, scenario analysis), and structured trade lifecycle ...

technologies. Proven experience supporting business-critical applications in a production Front Office environment. Good understanding of financial markets and financial derivatives (e.g., options pricing, Greeks, and curve construction concepts). Knowledge on Commodities markets and products is a plus Business experience — required: Development & maintenance of IT systems Understanding of derivatives ...

exceptional mathematical and analytical skills Initial industry experience working as a quant within a financial services organisation Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Understanding of derivatives (e.g. swaps, options, futures) Confidence to experiment with new ideas and technologies Keen to work ...

exceptional mathematical and analytical skills Initial industry experience working as a quant within a financial services organisation Some knowledge of risk sensitivities or "Greeks" such as Delta, Gamma, DV01 etc. Understanding of derivatives (e.g. swaps, options, futures) Confidence to experiment with new ideas and technologies Keen to work ...

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 ...

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 ...

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 ...

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 ...

consistent, and aligned with market data and internal policies.P&L Explanation & Attribution: Decompose daily and periodic P&L into clear components, including market movements (Greeks-based P&L), idiosyncratic events, trading activity, and other factors, to provide transparent explanations to traders, risk, finance, and senior management.Model Calibration: Calibrate model … with at least 3 years of relevant experience in equity derivatives, structured products, or quantitative finance.Advanced knowledge of equity derivatives products, their risk profiles (Greeks), and common valuation methodologies for structured products and exotics.Strong coding skills (e.g., Python, C++, or similar) and the ability to work efficiently with large datasets ...