51 to 75 of 97 Derivative Jobs in London

a wide range of structured finance and other esoteric asset classes ranging from trade finance and capital call facilities at the short end to derivatives, cashflow monetisation's (lease, royalty or other payments) and insured transactions (including debt for nature swaps and similar transactions) at the long end of the more »

testing, legal documentation (e.g. MA, CSA), counterparty credit quality (PD, recovery rate) etc. Some knowledge and experience in topics such as statistics/econometrics, derivatives pricing fundamentals/greeks. Self-motivated and able to organize tasks in project mode as well as be able to ensure their timely progress or more »

has the best talent available to meet its ongoing and ambitious growth targets. Key requirements: A strong academic background. Experience in the FX, futures & derivatives markets(min 5+ years). Relevant experience leading a Client Services team. #J-18808-Ljbffr more »

such as trade sizing and portfolio correlation, will be relevant. They are looking for a candidate with a strong understanding of linear interest rate derivatives trading and the team have a significant RV focus, so candidates with applied experience of strategies such as bond basis/bond RV will be more »

been able to build a substantial practice in leveraged financings of cross-border acquisitions. They have strong interests in project and structured finance and derivatives, where their global outlook gives them the ability to discharge complicated and innovative deals on a multi-jurisdictional basis. The ideal candidate will come from more »

to providing timely and professional pricing and ethical execution of customer flows. Network with contactstoidentify cross selling business opportunities especially with regards to Equity Derivatives products Maintain awareness of all economic and financial data and any other important factors (e.g. fiscal changes) likely to affect the client base and products more »

and delivery of new ideas, products, and services that support efficient and stable ALM solution. In addition to these, it s required to execute Derivatives (such as IRS swaps), money market transactions, and new products in order to control the balance sheet and its interest/liquidity risks Duties Leading more »

futures (JKM & WIM). Experience in or knowledge of global LNG shipping or freight markets is a plus. Experience in or knowledge of energy derivatives (options) markets is a plus. Candidate should demonstrate strong analytical and organizational skills, including proficiency with relevant energy commodity trading software and data systems. Experience more »

programming and software development best practices. Experience in Options trading system development, preferably from a high performing trading firm. Knowledge of Option pricing models, derivatives, and financial markets. Familiarity with market data feeds, order execution protocols and connectivity to exchanges. Solid understanding of multi-threading, concurrency and low latency programming. more »

need from you Strong commodities relationship management experience, including coverage of gas and power clients in the UK and Europe Developed understanding of commodities derivatives/physical/financing products An entrepreneurial approach for business origination and proven ability to adapt to meet evolving business opportunities Excellent interpersonal skills and more »

priorities. Strong oral and written communication skills with internal stakeholders and clients C-level/Senior Management Knowledge of post trade advantageous in particular derivatives, collateral management, securities would be advantageous. ABOUT: DTCC safeguards the financial markets and helps them run efficiently, in times of prosperity and crisis. We are more »

with Liquidity Risk Limit Standard Role Requirements Knowledge of a global markets business and the risk profiles of their associated securities products (for example derivatives; prime brokerage; secured funding and structured lending.), and ideally knowledge of their impact on Liquidity metrics Experience of working with a trading desk on trade more »

who have line management experience and a network within the Energy industry, ideally covering some of the following technical areas, solar, wind, hydrogen and derivatives, energy storage, CCUS, e-mobility, and other related subjects. Management experience of delivery teams or demonstration of outstanding leadership skills is advantageous. Ideally, you will more »

C++ Software Engineer - Equities Derivatives- Market-Leading Global Hedge Fund C++ Software Engineer - Equities Derivatives Summary Fantastic chance for a C++ Engineer with substantial server-side coding experience to join one of the world's most prestigious hedge funds. Joining a talented team of other engineers, QA and production support … you'll be designing and developing an equity derivatives pricing & risk system for the PMs, Middle Office and Risk Managers. The work will be a mix of software development, web app development, and testing code via approved frameworks while facing off to the business and understanding their needs. The successful … front office finance experience Bachelor's in Computer Science (CIS), Mathematics or Physics from a top-tier university Desirable General market knowledge of equity derivatives Experience developing real-time pricing/risk applications (any asset classes) Benefits & Incentives Strong salary + bonuses High-impact role Collaborative & innovative culture Generous benefits more »

markets, regulatory landscape and associated processes Working knowledge of financial, operational, reputational risk Working knowledge of financial products, e.g. equities, fixed income, exchange traded derivatives, OTC derivatives is an advantage Working knowledge or expertise in European non-Financial Regulatory Reporting functions across Derivatives and Equities Working knowledge of project management more »

completely re-engineer the front office technology platform, to support business expansion plans to close the gap to competition. You will join the Equity Derivatives strategic pre-trade technology team in London, specializing in building and supporting the development of a secondary markets trading platform to be used by the … and enable the business to expand and automate their current processes. Role Overview: This role is specifically for a Senior Kotlin Developer within Equity Derivatives strategic pre-trade technology team in London. This is a great opportunity for a self-driven, strong and passionate technologist to help transform Equities Derivatives … practices and maintaining clean CI/CD pipelines Extensive experience system analysis and in programming of software applications Bonus points for Understanding of Equity Derivatives technology or experience with other asset classes within Markets Kotlin development experience Knowledge of Equity Derivatives products and product lifecycle Experience working with UI frameworks more »

across revenue areas, Risk, and Engineering. Why join the team? Broad exposure to pricing and calibration models for a variety of financial products, including derivatives, illiquid cash products, private equity, etc. Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios … Develop quantitative models in 3 areas Independent price verification models that govern key business strategies and decisions related to valuation of products including complex derivatives and hard to value private investments Revenue analysis and modelling that governs new activity review, valuation adjustments and sign-off of daily P&L for 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 »

risk framework Day-to-day portfolio management, including in relation to overseeing daily cash flows, controlling portfolio exposures, adhering to risk limits, managing FX, derivatives and hedges Presenting before colleagues and formal committees, including in relation to strategy, performance and outlook Preparing regular reports and supporting sales groups and distribution … and sectors to perform Expertise in macroeconomic research with a focus on global equities Experience with designing and implementing hedging and overlay strategies through derivatives Competencies, Qualifications, Skills Required Minimum undergraduate degree with strong academic record. Professional designations such as CFA, CAIA, or equivalent may be beneficial Competencies in asset more »

Quantile offers market-leading optimisation services that reduce counterparty risk, notional and capital requirements to increase the efficiency and liquidity of derivatives markets, improve returns for clients, and make the financial system safer. We are part of LSEG s Post Trade division, where we connect a network of participants and … integer programming, and convex optimisation Experience with at least one commercial or open-source optimisation library or a mathematical modelling language Understanding of financial derivatives, margin and counterparty credit risk measures A solid mathematical background (numerical methods, linear algebra, partial differential equations, probability & statistics) Knowledge of AWS This role is more »

develop infrastructure that will help bring millions to DeFi. About Bluefin We're building cutting-edge, decentralized exchange infrastructure in our vision to advance derivatives trading, the largest market by trading volume We've settled over 10 Billion in derivatives since January 1, 2024, and are backed by Susquehanna, Brevan more »

modeling financial instruments and alternative datasets is a problem that continues to grow in complexity with the increasing sophistication and interconnected nature of global derivatives markets. We are looking for a Data Software Engineer to join our Global Data Engineering team to build a new framework for modeling financial instruments … in the cash and derivatives space that can be used in tandem with internal and external datasets to better inform low, medium, and high frequency trading strategies. Who we are: Optiver is a tech-driven trading firm and leading global market maker. As one of the oldest market making institutions more »

with a broad range of stakeholders, including trading, structuring and investment banking businesses, compliance, internal audit and operations. SKILLS, EXPERIENCE AND QUALIFICATIONS A general derivatives or structured finance lawyer across a range of asset classes At least 3 years post qualification relevant experience in a comparable institution or in a … well-regarded law firm Familiarity with regulations that impact derivatives and/or structured finance businesses Ability to explain complex legal concepts in an accessible way Excellent communication skills, both oral and written Ability to prioritise work effectively, be pro-active in a challenging business environment and to respond to more »

Description Description CME Group is the world's leading and most diverse derivatives exchange. The role will be part of the CME Clearing Quantitative Risk Management department. Our Quants team are working with complex and advanced modelling and we're looking for someone ready for a new challenge to join … with the proven theories in the field. Design and develop pricing and risk models across different various asset classes like Fixed Income Cash and Derivatives, OTC and Exchange-traded Futures and Options (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.). Ensure risk models meet the risk appetite across varying needs … interpolation, integration, regression, root-finding, optimization, linear algebra, Monte-Carlo) Fixed Income financial mathematics Experience: 4-6+ years of experience in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors. Very strong expertise (3+ years) with Bond Mathematics, Fixed income Pricing and Risk modeling as well more »

SCO designation) including assessment of portfolio risk, liquidity of client positions, credit limits and risk appetite ratios Manage credit exposures to EMEA clients across derivatives, financing and direct lending products. Majority of the portfolio is NBFIs (Regulated Funds/Leveraged Funds, Pension Funds, Asset Managers) Advise and approve large transactions … Skills: Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues Risk management of financial products such as derivatives and financing transactions. Ideally the candidate will have a good grasp of financial risk calculations (VaR, Stress Testing) Ability to work well with cross-functional more »