2 of 2 Permanent Greeks Jobs

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 ...

predicate pushdown and efficient Parquet/Arrow storage to ensure backtests on decades of data run in minutes, not days. Options Logic: Programmatically handle Greeks, volatility surfaces, and risk management through the SpiderRock API . What We’re Looking For Experience: 5–8 years in a Quant Dev or Systematic … have worked with industry-standard large data before and understand the nuances of point-in-time integrity. Equity Options Knowledge: Specific experience with options Greeks and execution platforms (SpiderRock is highly preferred). Why Join Us? Total Rewards: A highly competitive base salary of £160k with a significant bonus structure ...