RISK DERIVATIVES PRICING MODELS jobs in UNITED KINGDOM, United Kingdom #2

analytics or quantitative analytics packages may be useful. Derivatives valuation, pricing and quantitative risk modelling...Job Description: Position Description The Senior Market Risk Manager will lead the Market Risk team, supporting the...

construction and risk pricing to support our growing ambitions in the Canadian and Dutch PRT markets. Given the highly analytical... nature of the role, they will also be involved in developing our portfolio optimisation, ALM, and balance sheet risk models...

pricing process (and profitability assessment), including drafting of marketing materials, term sheets, spreadsheet models... experience in structuring and documenting transactions considered beneficial Experience in derivatives pricing technology...

and quantitative fixed income models to support the investment, risk and attribution capabilities of the team What you'll be doing... and associated governance framework to support investment, risk, attribution and pricing portfolio construction Working with the...

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...

/finance teams, and to ensure readiness for pending UK Transfer Pricing documentation requirements. You will also interact... UK & International Tax, Head of US Tax & Tax Strategy and Head of Group Reporting & Operational Transfer Pricing agendas...

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...

valuation models and techniques to support commercial activity including valuation and pricing of credit, working capital... capitalize on commercial insights, we are rapidly building our trading, origination, structured trade finance, risk management...

valuation models and techniques to support commercial activity including valuation and pricing of credit, working capital... capitalize on commercial insights, we are rapidly building our trading, origination, structured trade finance, risk management...

and own valuation methods and models for pricing and risk assessment of complex structured contracts. Identify value drivers... valuation, structuring and risk assessment of new complex transactions. The main activity of the Deal Structuring team...

setting up trading instruments, market data feeds, pricing models, risk metrics, user access controls, and other system..., derivatives, hedging, market risk, credit risk). Proficiency in CTRM systems such as OpenLink Endur, Allegro, Triple Point...

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...