using: Excel VBA, Detailed knowledge of Fixed Income front to back and/or process mapping skills Experience in financial products, particularly Interest Rate Derivatives Investment Banking is a must Please click here to find out more about our Key Information Documents. Please note that the documents provided contain generic more »
algorithms) Experience with system performance tuning and low-latency Java programming Proficient with Java, Spring, TDD, DBs, and UNIX/LINUX Understanding of financial derivatives (rates or other) is a plus For more details please apply. Java Developer; eTrading, Fixed income, Low latency, comp sci, Mathematics McGregor Boyall is an more »
a week onsite The role: Working as part of a strategic project to align asset class libraries Implement code for pricing and risk in derivatives pricing libraries Perform tests and analyse results Work with quants and quant devs, seeking guidance and discussing issues as needed Track pr... APCT1_UKTJ more »
Chester (3 Days week Onsite) Duration : 12 Months Status : Inside IR35 The role of the Risk Lead is to partner and support Currency, Commodities, & Derivatives Operations (CCDO) teams and senior leaders to proactively identify, quantify, prioritize, and mitigate risks. Experience and Skills required : Experience within enterprise Risk Framework supporting, Risk … Issue and risk management. Worked within Equities, Derivatives, FX, commodities, Trade Control. Collaborate and debate with Audit, Compliance & Operational Risk partners on findings and emerging themes. Excellent people/stakeholder management skills at all levels of seniority Strong analytical skills, attention to detail and objective problem solver Ability to work … Excellent communication skills (both written and verbal) to be able to drive and influence risk-based decisions. Responsibilities: The role will work with the Derivatives and Balance Management Operations leadership to identify key risks and solutions to improve the risk profile of the area. Members of the Risk Lead Team more »
