RISK DERIVATIVES PRICING MODELS jobs in UNITED KINGDOM, United Kingdom

Derivatives models. Primary responsibilities will be to validate and model risk manage Derivative Pricing models for Trading...This position will support Model Risk Management for Foreign Exchange (FX ) and FX / Interest Rates (IR) Hybrid Pricing...

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... risk management decisions as well as conduct independent model validation of new and existing models...

development and validation of a range of models, spanning traded market risk, counterparty IMM and XVA, pricing and non-traded... SA/IMA), counterparty risk (IMM and XVA), derivative pricing (cross asset derivatives including development...

development and validation of a range of models, spanning traded market risk, counterparty IMM and XVA, pricing and non-traded... SA/IMA), counterparty risk (IMM and XVA), derivative pricing (cross asset derivatives including development...

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...

responsibilities: Implement code for pricing and risk in derivatives pricing libraries Perform tests and analyse results Work... *inside IR35* The role would entail writing and testing code for derivative models and includes the following...

responsibilities: Implement code for pricing and risk in derivatives pricing libraries Perform tests and analyse results Work... *inside IR35* The role would entail writing and testing code for derivative models and includes the following...

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...

sophisticated mathematical models, cutting-edge methodologies, and infrastructure for fair value measurement of derivatives... and liabilities on the firm's balance sheet. Job responsibilities Develop mathematical models for the calculation of pricing...

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...

are in line with Invesco’s Conduct principles What you can bring: Expert-level understanding of risk models... and statistics such as VaR, Volatility, Tracking Error etc. Expert-level understanding of liquidity risk models (MSCI Liquidity...