This team is responsible for the technology infrastructure both inside and surrounding the core quantitative analytics library – it encompasses the risk engine, risk based pnlattribution, timeseries/trade analysis and defining and maintaining the API to their core analytics. As such, the team works very closely more »
working experience. Proven experience in a specific commodity; Gas, Power, LNG, Emissions in a risk or front office role. Deep understanding of P&Lattribution and valuation Commercially aware with proven ability to provide input to new business initiatives and models. Good communication skills, ability to interact more »
exotic and primary desks Assessing the suitability of the models used by reviewing their assumptions, derivation, implementation and limitations Responsible for best practices for PnLExplain and Predict globally Involvement in key transversal regulatory topics such as FRTB or LIBOR Decommissioning Interaction with risk teams for market risk capital more »
balance sheet substantiation - how and why - IPV and Bid offer calculation and reserving methodology - understanding of risk for the above IPV and Bid Offer - PNLattribution - especially the Murex PLA Nice to have: - Understanding of LME: products and general market practice - I find SQL and VBA useful … for automating some testing - good spreadsheet skills for testing It's a broad range covering product control (PNL reporting and Balance sheet) and IPV/Bid Offer being the two main areas as well as all the other areas like finance reporting, finance controls and areas that fall into more »
there largest technical transformation to date. This phase for them is focused on the systems used by their quant teams ie applications linked to PNLexplain, Valuations, Pricing and Risk, it will consist of them rewriting all the current systems which are in C++ and moving them over to more »
Senior Quant Developer ROLE DESCRIPTION Our client is looking for an experienced C++/Python developer specialising in Structured Equity Derivatives with the ability to lead small teams. You will be expected to: Assist the design and implementation of pricing more »
Who we are Grant Thornton’s Agile Talent Community is a network of contract professionals, giving you the opportunity to work with our clients alongside Grant Thornton teams on a project-by-project basis whilst being supported by our dedicated more »
Company Description Ironshield Capital Management LLP is a investment management firm with a focus on European credit opportunities, founded in 2007. Our investment strategies utilise in-depth research and fundamental value assessments to generate absolute returns. Our investment approach involves more »
