++). Derivatives Valuation, Risk models and Volatility calibration methodologies. Strong solution design skills...CMC Markets are looking for an experienced Python developer to join our Derivatives’ team. We work on a pricing...
CMC Marketsto 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...
CMC Marketsexperience in: Front office valuation/pricing models, Counterparty Credit Risk, XVA, Market risk, Model Validation, Initial... Margin modelling Solid understanding of EU and UK regulations applicable to OTC derivatives, and associated model risk...
TORAof models used for the valuation and risk management of the firm's trading positions in interest rate, credit and hybrid... for business and regulatory requirements work closely with other QA teams to develop cross-asset solutions for risk management...
UBS, and appropriate financial risk controls. Job responsibilities Develop advanced analytical and risk management models... and capability Implement these models in our quant library and trading/risk platforms, carrying out testing and writing...
JPMorgan Chasein Market risk models and methodoligies, VaR, a solid understanding of equity pricing models and equity derivative... month contract for a role focused on market risk modelling for equity derivatives products. Will have a strong background...
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