DevOps), CI/CD and Test Automation. Mathematics skills, experience working with quantitative methods/probabilistic modelling, preferably in the context of financial derivatives valuation Familiarity with e.g. PnL, greeks, volatility, partial derivative, normal distribution Financial and/or trading exposure particularly energy commodities Experienced in business analysis, with the capability to convert requirements from traders or quantitative analysts into More ❯
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 ❯
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 ❯
private assets. • In-depth understanding of front-office workflows from pricing, idea generation to risk management. • Solid track record and understanding of decision support analytics for valuations, structuring, scenarios, greeks and asset liability management • Ability to work with business stakeholders and clients to formulate a product strategy, requirements and produce a product roadmap • Ability to manage and execute product development More ❯