Interest Rate Derivative Jobs in London

15 of 15 Interest Rate Derivative Jobs in London

Front Office Application Support (Rates and Credit) – Investment Bank

London Area, United Kingdom
Sterlings
their Front Office Rates & Credit Technology Team. The team provide support and maintenance across various desks and multiple asset classes including credit and interest rate derivatives. The team also employs a data-driven approach to driving production stability via metrics and reporting, partnering closely with Application … updating support documentation and owning the development once released. Experience required; Strong Application Support experience within a financial trading environment. Solid business knowledge of derivative products (interest rate swaps, credit default swaps, exchange traded futures and options, convertible bonds). Proven technical analysis and investigatory More ❯
Posted:

Front Office Application Support (Rates and Credit) – Investment Bank

london, south east england, United Kingdom
Sterlings
their Front Office Rates & Credit Technology Team. The team provide support and maintenance across various desks and multiple asset classes including credit and interest rate derivatives. The team also employs a data-driven approach to driving production stability via metrics and reporting, partnering closely with Application … updating support documentation and owning the development once released. Experience required; Strong Application Support experience within a financial trading environment. Solid business knowledge of derivative products (interest rate swaps, credit default swaps, exchange traded futures and options, convertible bonds). Proven technical analysis and investigatory More ❯
Posted:

Linear Rates Quant Developer

City of London, London
SThree
leveraging fast optimizers and algorithmic automatic differentiation (AAD). ? Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Engage in strategic discussions with senior management and business leaders to enhance international … definition of the project scope, trading desk requirements and stakeholder engagement as part of the global markets division's drive to expand exotic interest rate derivatives revenue. ? Implement local volatility multi-factors short rate model (qGM) that used parallel Monte Carlo simulation, pathwise differentiation More ❯
Employment Type: Permanent
Salary: £150,000 - £160,000
Posted:

Rates Valuation Methodology Director

London Area, United Kingdom
Eames Consulting
Global Investment Bank is currently searching for a highly technical interest rate derivatives specialist to join their Valuation Methodology team in London. This role has been created by an internal move and would suit a quantitative focused candidate looking for a technical challenge within the Finance … consistency in Valuation Control execution Drive Operational Excellence by automating the workflows with an End-to-End solution Requirements: Expert knowledge of structured interest rate derivatives products for trading, pricing and risk management and broad understanding of cross-asset class products Proven experience in either front … office technology/strategist or model development in complex interest rates derivatives Strong proficiency in Python System design and development experience, working in cross-functional teams Excellent written and communication skills with ability to communicate complex issues in a simple manner Excellent academic credentials, with a Master’s More ❯
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Rates Valuation Methodology Director

london, south east england, United Kingdom
Eames Consulting
Global Investment Bank is currently searching for a highly technical interest rate derivatives specialist to join their Valuation Methodology team in London. This role has been created by an internal move and would suit a quantitative focused candidate looking for a technical challenge within the Finance … consistency in Valuation Control execution Drive Operational Excellence by automating the workflows with an End-to-End solution Requirements: Expert knowledge of structured interest rate derivatives products for trading, pricing and risk management and broad understanding of cross-asset class products Proven experience in either front … office technology/strategist or model development in complex interest rates derivatives Strong proficiency in Python System design and development experience, working in cross-functional teams Excellent written and communication skills with ability to communicate complex issues in a simple manner Excellent academic credentials, with a Master’s More ❯
Posted:

Senior Quantitative Analyst, Global Quantitative Research

London, United Kingdom
Intercontinental Exchange Holdings, Inc
of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, derivatives pricing and theory is preferred. Responsibilities Drive More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Interest Rates Quant Modeller - Front Office

London, United Kingdom
Barclay Simpson
Interest Rates Quant Modeller - Front Office An exciting hybrid quant role within Structured Rates at a leading investment bank. This position offers the opportunity to work directly with traders, quants, and risk teams, contributing to model assessment, optimization, and performance testing for exotic interest rate More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Senior Quantitative Analyst

London, United Kingdom
Intercontinental Exchange Holdings, Inc
of different backgrounds and expertise, so the ability to communicate clearly and concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, stochastic calculus and probability theory is preferred . More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Rates Valuation Specialist

London, United Kingdom
Bank of America
Control execution Drive Operational Excellence by automating the workflows with an End-to-End solution What we are looking for: Knowledge of structured interest rate derivatives products for trading, pricing and risk management and broad understanding of cross-asset class products Previous experience in large, complex … financial services organization performing valuation control/FO tech/model development in complex interest rates derivatives Excellent analytical and problem-solving abilities with proficiency in Python System design and development experience, working in cross-functional teams Excellent written and communication skills with ability to communicate complex issues More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Global Head of FX & Local Markets - Valuation Control Director at Citi

London, United Kingdom
NCAA (National Collegiate Athletic Association)
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 More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Middle Office and Trade Support Analyst - Derivatives

London, United Kingdom
Delta Capita Group
Commodities and Interest Rates Derivatives, Trade Support London Fixed Term/Permanent 4-5 Days per week on-site We have an exciting opportunity to work within our Post Trade Services team to provide ongoing support to a Tier 1 Global Investment Bank. This role involves pro-actively … supporting Internal and External stakeholders to ensure trade settlement and mitigating Risk for the Commodities & Interest Rates Derivatives Trading Desks - Including checking and correcting trade discrepancies in trading and risk systems, as well as completing Novations , Early Settlements and Unwinds . The project supports the front to back … execution of trading and structured deals, and provides trade support across Commodities including Oil, Gas, Power, Emissions, Agriculture and Metals and Interest Rate Derivatives for over 30 traders across Europe and APAC. In addition, the project facilitates business change through automation efficiency , template and procedures analysis More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

VP Quant Modeler C++ (Structured Rates)

London, United Kingdom
Barclay Simpson
position offers the opportunity to work directly with traders, quants, and risk teams, contributing to model assessment, optimization, and performance testing for exotic interest rate derivatives. You will work in a dynamic team of 13, where your contributions will directly impact trading decisions and strategies. For More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Technical Front Office BA

London, England, United Kingdom
Source Technology
key initiatives for the role out of a global pricing and treasury platform. In this role, you’ll work across Loans, Deposits, and Interest Rate Derivatives, contributing to a high-impact program as the platform continues to scale. Key Requirements: Front Office BA experience Treasury, IRD More ❯
Posted:

Technical Front Office BA

london, south east england, United Kingdom
Source Technology
key initiatives for the role out of a global pricing and treasury platform. In this role, you’ll work across Loans, Deposits, and Interest Rate Derivatives, contributing to a high-impact program as the platform continues to scale. Key Requirements: Front Office BA experience Treasury, IRD More ❯
Posted:

Liquidity Manager

London, United Kingdom
Starling Bank
manages the bank's rapidly growing balance sheet. We are responsible for managing liquidity, funding, IRRBB and structural risks using cash, investment securities, interest rate derivatives and foreign exchange. We are looking for an experienced Liquidity Manager to work within the Treasury Liquidity management team. This More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:
Interest Rate Derivative
London
25th Percentile
£152,500
Median
£155,000
75th Percentile
£157,500