RISK DERIVATIVES PRICING MODELS jobs in MIDDLESEX, United Kingdom

Corporate & Investment Banking (CIB) Trading covers valuation and risk-management models used within the Corporate & Investment... pricing theory and risks Strong Risk and control mindset. Experience with Risk Policies and Procedures Good comprehension...

Corporate & Investment Banking (CIB) Trading covers valuation and risk-management models used within the Corporate & Investment... of products, markets, models, risk management practices, and industry standards. Participate in model-related audits...

Job Description: Model Risk Governance and Review Group (MRGR) carries out the review of models used across the firm... models. Job responsibilities You will be a member of the team covering equity derivatives models, and will focus on the...

market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives positions... models and methodologies (e.g. time series analysis, VaR methodologies and backtesting) - Understanding of equity pricing...

and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives... pricing. You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement...

and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives... pricing. You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement...

and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives... pricing. You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement...

position, and a Quantitative Researcher. You will be responsible for developing and optimising pricing and risk models...Quantitative Strategist - Equity Derivatives £100,000 – £140,000 + discretionary end of year bonus. Location...

candidate will be expected to: Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the... university Knowledge of the standard pricing models used in the investment banking industry Extensive C++ or Python experience...

pricing prototypes to validate new ideas Implementing advanced models in our quant library and trading/risk platforms... skills You have relevant qualifications and deep understanding of derivatives pricing theory and standard models...

Derivatives pricing models across for vanilla & exotics products. Based in the vibrant City of London, this is an excellent... with traders, structurers and modelers to execute product development plans Develop and maintain models for the pricing and risk...

The pricing analytics team is a small, London based team which is responsible for developing the models and systems... by fixing bugs participating in code reviews etc Production support of the risk and pricing systems (you will be on a support...

teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding... market risk modelling for Equity derivatives positions traded in Europe. Key requirements / skills include...

analytical models for derivatives counterparty credit risk and exposure computations firm-wide and aligning Front Office Risk... your skills in programming, software design and problem solving to Citi’s Counterparty Credit Risk Quantitative Development team...

pricing and risk. In depth knowledge of Rates, Credit, Equities, Commodities derivatives is an advantage Education... is a group within Citi's Financial, Market & Credit Risk Technology group, responsible for developing the analytical models...

teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding... market risk modelling for Equity derivatives positions traded in Europe. Key requirements / skills include...

teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding... market risk modelling for Equity derivatives positions traded in Europe. Key requirements / skills include...