226 to 250 of 328 Derivative Jobs in England

in Singapore, in locations that are aligned to the main trading locations. The products traded by FX & LM include the full range of FX Derivatives, interest rate derivatives, a broad range of fixed income securities, as well as exotic FX, Rate and Hybrid transactions and some vanilla and structured note More ❯

at least one asset class, ideally for derivatives. Nice to have: Financial engineering or related finance-related degree. Experience with equity or fixed income derivatives volatility models for risk and trading systems. Experience with data engineering frameworks like Airflow, Luigi or Dagster. Experience developing financial model libraries in Python, Java … tools such as Aladdin, RiskMetrics, Barra, Axioma - as a model developer, not just a user. Knowledge of digital assets and their markets, both spot & derivatives products. Responsibilities: Building quantitative models for risk management, asset valuation, derivatives pricing, and simulations. Collaborating with data engineers and infrastructure team to incorporate quantitative functions More ❯

a broad range of product offerings covering enterprise data management, investment management, loans platforms, regulatory and compliance solutions, and private markets solutions. The Team: Derivatives Data and Valuations Services (DDVS) provide independent, post-trade valuations to buy-side institutions globally, covering vanilla and exotic OTC derivatives, cash instruments and structured … for clients to be able to support their own processes. The Impact: We are looking for a talented and enthusiastic individual with experience in derivative pricing and the related market datasets to be part of a team that supports the product management of the inbound market data from both internal … the global DDVS businesses. What's in it for you: Opportunity to work within a cross-product and cross-asset class team within the derivatives data and valuations service product suite. Through this, you will gain a chance to expand your knowledge of multiple asset classes and have the ability More ❯

Opportunity Overview Position: Associate in the London-based EMEA Securitized Derivatives Structuring and Origination team within Global Banking & Markets. Team Focus The team specializes in wrapping FICC and EQ derivatives into securities, mainly focusing on on-balance sheet structured products and, to a lesser extent, SPV repacks. Its clients include More ❯

department. You will not only support an elite team of traders and engineers, but also contribute to the future of this investment bank's Derivatives tick data driven trading strategies. Experience required: kdb+/Q programming skills Experience supporting front office trading desks, ideally across Derivatives/Equities/FX More ❯

department. You will not only support an elite team of traders and engineers, but also contribute to the future of this investment bank's Derivatives tick data driven trading strategies. Experience required: kdb+/Q programming skills Experience supporting front office trading desks, ideally across Derivatives/Equities/FX More ❯

complex financial and technical challenges power our business decisions. We are a team of desk strategists who work to transform the FICC and Equity Derivatives businesses by automating the key decisions taken every day. Our team has a wide remit including automatic quoting, optimizing hedging decisions, and developing algorithms to … trade derivatives on venues around the world. We also deploy statistical analysis techniques and mathematical models to enhance the decision-making process, with the overall aim of improving business performance while working closely with traders and salespeople on the trading floor. Role Responsibilities Take a leading role on our Quantitative More ❯

FX, Rates and Commodity flow products. Key Activities and Competencies: Improving electronic pricing, trading and risk-management of FX spot, FX swaps, Interest rate derivatives, Commodities and NDFs Integration of Futures markets into the electronic trading landscape for pricing, trading and risk-management. Collaboration with various stakeholder desks, including FX … for development of latency sensitive trading systems Use of python for analysis and scripting Q/KDB+ is desirable Experience of pricing interest rate derivatives and futures markets More ❯

FX, Rates and Commodity flow products. Key Activities and Competencies: Improving electronic pricing, trading and risk-management of FX spot, FX swaps, Interest rate derivatives, Commodities and NDFs Integration of Futures markets into the electronic trading landscape for pricing, trading and risk-management. Collaboration with various stakeholder desks, including FX … for development of latency sensitive trading systems Use of python for analysis and scripting Q/KDB+ is desirable Experience of pricing interest rate derivatives and futures markets More ❯

Bank seeks an experienced Python Developer to join their Front Office trading technology team delivering solutions that manage pricing and trade execution for FX Derivatives instruments. As the Senior Python Developer you will build a new platform for trading and risk calculations and associated regulatory reporting using back end OO … processing pipelines (for e.g. using Apache Spark, etc) Experience building Highly Available and High Performance applications Experience of FIX messaging protocol FX Options/Derivatives experience Senior Python Developer More ❯

Bank seeks an experienced Python Developer to join their Front Office trading technology team delivering solutions that manage pricing and trade execution for FX Derivatives instruments. As the Senior Python Developer you will build a new platform for trading and risk calculations and associated regulatory reporting using back end OO … processing pipelines (for e.g. using Apache Spark, etc) Experience building Highly Available and High Performance applications Experience of FIX messaging protocol FX Options/Derivatives experience Senior Python Developer More ❯

developer to join our Quants' team. Within the role, you will work directly with Quantitative Developers as well as our Trading function within the Derivatives pillar. You will participate in the integration of our partner's solutions into our infrastructure and support the desk in the development of internal and … existing code stack and develop new scripts if required. Ensure appropriate monitoring is in place for all business-as-usual processes owned by the Derivatives Quantitative team. Analysis, specification, implementation, maintenance, and development of tests. Document and maintain software functionality. Understand current models and produce innovative improvements. Facilitate the integration More ❯

Redwood Recruitment is delighted to partner with a prestigious global Hedge Fund seeking an experienced Portfolio Manager to lead and execute discretionary macro trading strategies across varies asset classes. Requirments: Proven track record of running a profitable systematic trading strategy More ❯

Redwood Recruitment is delighted to partner with a prestigious global Hedge Fund seeking an experienced Portfolio Manager to lead and execute discretionary macro trading strategies across varies asset classes. Requirments: Proven track record of running a profitable systematic trading strategy More ❯

RAD Developer – Front Office (Hybrid, London-Based Only) We’re on the lookout for a pragmatic and delivery-focused RAD Developer to join a team directly supporting trading desks across multiple asset classes. This is a high-impact role where More ❯

Quantitative Analyst – Investment Manager Hybrid £45,000 - £55,000 City of London My client is a specialist asset manager is seeking a Quantitative Analyst to support research and analytics across various asset classes within their investment management team. Key Responsibilities More ❯

Location: London Role Level: Principal Consultant The IRRBB SME will play a critical role in managing interest rate risk within the banking book. This position involves providing expert guidance on IRRBB metrics, developing transfer pricing methodologies, and ensuring compliance with More ❯

Location: London Role Level: Principal Consultant The IRRBB SME will play a critical role in managing interest rate risk within the banking book. This position involves providing expert guidance on IRRBB metrics, developing transfer pricing methodologies, and ensuring compliance with More ❯

RAD Developer – Front Office (Hybrid, London-Based Only) We’re on the lookout for a pragmatic and delivery-focused RAD Developer to join a team directly supporting trading desks across multiple asset classes. This is a high-impact role where More ❯

Job Description This job is with Deutsche Bank, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly. Position Overview Model Risk Management (End of Day More ❯

Quantitative Analyst – Investment Manager Hybrid £45,000 - £55,000 City of London My client is a specialist asset manager is seeking a Quantitative Analyst to support research and analytics across various asset classes within their investment management team. Key Responsibilities More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing … pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities. … Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure for pricing … pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities. … Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per day inside IR35 via More ❯

of our customers and global participants first, we are a high-growth company that started by bringing transparency and risk management to the global derivatives markets. We're engineers, strategists and problem-solvers who continually create and improve technology that solves market structure challenges on behalf of the industry. The … ICE Data Derivatives business provides market data, valuation, and analytics services across all OTC derivative asset classes to a global customer base. The candidate will join the Financial Engineer team that research, implements, prototypes, and supports enterprise pricing and risk systems. The primary role for this position will be to … and deliver industry leading risk systems for exchange traded and over-the-counter markets. Responsibilities Research and design innovative quantitative solutions tailored for OTC derivatives and exchanged traded options. Explore and leverage cutting-edge Artificial Intelligence and Machine Learning techniques for quantitative modeling purposes. Design and deploy pricing models and More ❯

on delivering tailored FX and cross-asset solutions to corporate and institutional clients across the EMEA region. Key Responsibilities: Structure and price bespoke FX derivatives, including options and hybrid products. Partner with Sales and Trading to develop client-focused risk management strategies. Analyse market trends and client exposures to design … transactions align with regulatory, legal, and compliance frameworks. Contribute to product innovation and marketing efforts. Qualifications: 6+ years of experience in FX structuring or derivatives within investment banking. Strong technical skills in derivative pricing and risk analysis. Deep understanding of EMEA client needs, market dynamics, and regulatory landscape. Excellent communication More ❯