1 of 1 Permanent Greeks Jobs in the UK excluding London

front-office trading and risk management requirements into robust, executable algorithms Implement and maintain models covering: Vanilla FX options pricing First and second order Greeks Volatility surface modelling Stochastic and statistical market models Apply optimisation and linear programming techniques to portfolio and risk problems Collaborate closely with quantitative analysts, developers … governance standards in a regulated environment Required Skills & Experience Strong working knowledge of FX derivatives , particularly Vanilla FX Options Solid understanding of: Options Greeks (Delta, Gamma, Vega, etc.) Volatility surfaces and implied volatility Stochastic and statistical market models Portfolio optimisation techniques Strong Python programming skills in a quantitative context Experience ...