RISK DERIVATIVES PRICING MODELS jobs in ENGLAND, United Kingdom #2

experience in a Risk Management role Good knowledge of capital markets Knowledge of derivatives (types, valuation/pricing..., risks) Good knowledge of risk models and concepts such as tracking error, VaR, and stress testing methodologies together...

and facilitation of pricing (Bloomberg, Telekrus, Reuters etc). Works with sales to provide pre-trade approvals on new structured... notices for custodians. Calculations are calculated using term sheets, confirmations and models built in excel pulling in data...

, quantitative analyst) Deep understanding of any combination of IR, FX, equity derivatives (including risk and pricing models) – FX...Quantile offers market-leading optimisation services that reduce counterparty risk, notional and capital requirements...

proprietary pricing models and fundamentals analysis and, with appropriate guidance and support, help build out further analytical... within EMEA gas and power markets for a broad range of clients in order to meet their risk management or commodity financing...

Position Summary The role consists in assisting the team to run risk analyses for Corporate clients of CACIB, helping... large companies to understand their risk and optimise their hedging strategies. It would involve the application...

to deliver a pricing and risk management library to the FX options desk. This is a wide ranging role that can touch on many parts... of Citi's organization, from maintaining and developing complex options pricing models, to collaborating with our partners in...

improve our analytic pricing library and risk models of CIS Derivatives products, Implement new analytics to support CIS... with the development and risk management of QIS indices derivative products. What you will do Implement and continuously...

pricing libraries, calculators as well as risk/pricing-related algorithms Research and development of broad models of market.../statistical models Use of in-house big data language for the large-scale pricing and analysis of security and risk data...

to our clients worldwide. Job Responsibilities Develop and enhance prices and implement them in C++/Python for pricing and risk... managing derivatives Prototype of models and products; benchmark and compare results of various techniques Explain model...

Python that will be crucial for analysis, research, automated trading, and risk management purposes. Develop pricing models... directly under the portfolio manager. Python, Rapid App/Tactical Development and Derivatives experience...

traders and the Quant team to design & implement Option pricing models, as well as their integration into Trading and Risk... RESPONSIBILITIES: Implement valuation models, tools & pricers into the quant library for FX & non-USD Rates and structured FX-IR...

business. KEY RESPONSIBILITIES: Engineer the improvement, extension and testing of the models and pricing & risks engines... structured FX/IR, FX/Equity models and tool development Provide support to the trading desk and risk management Improve the...

participation in digitalisation plans. Broad knowledge of derivatives. Broad knowledge of the whole product value chain (FO..., BO, Accounting, Risk, etc.). Relevant experience in process transformation and organizational changes. Digital and open mindset...

derivatives pricing models under a mature pricing engine platform. Leverage on existing Quant Library and implement blocks... risk modelling methodologies, particularly in derivatives pricing context Good programming skills, preferably in Python...

classes. Desirable: Previous experience in creating/validating pricing and risk models in an enterprise analytical..., maintaining, and enhancing the key quantitative models within the ALM team at Pension Insurance Corporation. This includes the...

. How will I spend my time in this role? Contribute to implementation and maintenance of models to price and manage risk associated...; Ad-hoc analysis for teams supporting Portfolio Optimisation & Pricing Contribute to deployment and maintenance of models...

to join our fast-growing Derivatives team. The right candidate will have responsibility for the full cycle of our pricing models... models of Derivatives, calibration of volatility and interest rate curves. This role will offer a varied and fast-paced...