Equity Derivatives Valuation Specialist
1 week ago
Millennium Management is seeking a highly skilled Equity Derivatives Valuation Strategist to design, implement, and operate their next-generation equity volatility fitting platform.
Key Responsibilities:
- Develop and backtest advanced volatility surface fitting algorithms for indices, ETFs, and single stocks.
- Maintain and improve processes for frequent and automated fitting of volatility surfaces, including monitoring and remarking calibrated parameters.
- Collaborate with Market Data teams to source and maintain pricing feeds from data providers and brokers, and develop systematic controls to validate critical data inputs.
- Work closely with IT and Portfolio Managers to present fitting algorithms, performance statistics, and stability analysis to senior stakeholders.
Requirements:
- Advanced degree in a quantitative subject, such as Engineering, Mathematics, or Physics, plus at least 3 years of relevant work experience.
- Advanced knowledge of equity derivatives pricing models.
- Strong coding skills in Python, with C++ a plus.
- Detail-oriented and team player with a strong willingness to participate and help others.
-
Equity Derivatives Valuation Specialist
2 days ago
London, Greater London, United Kingdom Millennium Management Full timeEquity Derivatives Valuation StrategistMillennium Management is seeking a skilled Equity Derivatives Valuation Strategist to join their team in designing, implementing, and operating their next-generation equity volatility fitting platform.Key Responsibilities:Develop and backtest volatility surface fitting algorithms for indices, ETFs, and single...
-
Equity Derivatives Valuation Specialist
2 days ago
London, Greater London, United Kingdom Millennium Management Full timeEquity Derivatives Valuation StrategistMillennium Management is seeking a skilled Equity Derivatives Valuation Strategist to join their team in designing, implementing, and operating their next-generation equity volatility fitting platform.Key Responsibilities:Develop and backtest volatility surface fitting algorithms for indices, ETFs, and single...
-
Equity Derivatives Valuation Specialist
4 weeks ago
London, Greater London, United Kingdom Millennium Management Full timeMillennium Management is seeking a highly motivated and skilled individual to join our team as an Equity Derivatives Valuation Strategist. In this role, you will play a crucial part in developing, implementing, and managing a cutting-edge platform for equity volatility fitting. This sophisticated platform will be instrumental in pricing, risk assessment,...
-
Equity Derivatives Valuation Specialist
2 weeks ago
London, Greater London, United Kingdom Millennium Management Full timeMillennium Management is seeking a highly motivated and skilled individual to join our team as an Equity Derivatives Valuation Strategist. In this role, you will play a crucial part in developing, implementing, and managing a cutting-edge platform for equity volatility fitting. This sophisticated platform will be instrumental in pricing, risk assessment,...
-
Derivative Valuation Specialist
4 weeks ago
London, Greater London, United Kingdom Grant Thornton Full timeAbout the Role We are seeking a highly motivated and skilled Derivative Valuation Specialist to join our growing team. In this role, you will play a crucial part in providing accurate and insightful valuations for a wide range of derivative instruments. Key Responsibilities: Effectively communicate and present valuation results to both internal...
-
Derivative Valuations Manager
2 days ago
London, Greater London, United Kingdom Grant Thornton Full timeUnlock Your Potential as a Derivative Valuations Assistant ManagerAt Grant Thornton, we're committed to helping our clients achieve their goals and make informed decisions. As a Derivative Valuations Assistant Manager, you'll play a critical role in our Actuarial & Risk Modelling team, providing derivative valuation services to non-audit clients and...
-
Derivative Valuations Manager
2 days ago
London, Greater London, United Kingdom Grant Thornton Full timeUnlock Your Potential as a Derivative Valuations Assistant ManagerAt Grant Thornton, we're committed to helping our clients achieve their goals and make informed decisions. As a Derivative Valuations Assistant Manager, you'll play a critical role in our Actuarial & Risk Modelling team, providing derivative valuation services to non-audit clients and...
-
Derivative Valuations Manager
8 hours ago
London, Greater London, United Kingdom Grant Thornton (UK) Full timeDerivative Valuations ExpertiseAt Grant Thornton (UK), we're seeking a skilled Derivative Valuations Assistant Manager to join our Actuarial & Risk Modelling team. As a key member of our team, you'll be responsible for ensuring the accurate and timely valuation of complex financial instruments, including derivatives such as options, swaps, and structured...
-
Derivative Valuations Manager
5 hours ago
London, Greater London, United Kingdom Grant Thornton (UK) Full timeDerivative Valuations ExpertiseAt Grant Thornton (UK), we're seeking a skilled Derivative Valuations Assistant Manager to join our Actuarial & Risk Modelling team. As a key member of our team, you'll be responsible for ensuring the accurate and timely valuation of complex financial instruments, including derivatives such as options, swaps, and structured...
-
Derivative Valuations Manager
9 hours ago
London, Greater London, United Kingdom Grant Thornton Full timeUnlock Your Potential in Derivative ValuationsAt Grant Thornton, we're seeking a highly skilled Derivative Valuations Assistant Manager to join our Actuarial & Risk Modelling team. As a key member of our team, you'll play a vital role in providing derivative valuation services to non-audit clients and supporting our audit teams.Key Responsibilities:Ensure...
-
Derivative Valuations Manager
6 hours ago
London, Greater London, United Kingdom Grant Thornton Full timeUnlock Your Potential in Derivative ValuationsAt Grant Thornton, we're seeking a highly skilled Derivative Valuations Assistant Manager to join our Actuarial & Risk Modelling team. As a key member of our team, you'll play a vital role in providing derivative valuation services to non-audit clients and supporting our audit teams.Key Responsibilities:Ensure...
-
Derivative Valuations Manager
2 weeks ago
London, Greater London, United Kingdom Grant Thornton Full timeAbout the RoleWe are seeking a highly skilled and experienced Derivative Valuations Manager to join our team at Grant Thornton. As a key member of our Actuarial & Risk Modelling team, you will play a critical role in providing derivative valuation services to our non-audit clients and supporting our audit teams.Key ResponsibilitiesEnsure the accurate and...
-
Derivative Valuations Manager
2 weeks ago
London, Greater London, United Kingdom Grant Thornton Full timeAbout the RoleWe are seeking a highly skilled and experienced Derivative Valuations Manager to join our team at Grant Thornton. As a key member of our Actuarial & Risk Modelling team, you will play a critical role in providing derivative valuation services to our non-audit clients and supporting our audit teams.Key ResponsibilitiesEnsure the accurate and...
-
Derivative Valuations Manager
6 days ago
London, Greater London, United Kingdom Grant Thornton Full timeDerivative Valuations Assistant ManagerAbout the RoleWe are seeking a highly skilled Derivative Valuations Assistant Manager to join our Actuarial & Risk Modelling team. As a key member of the team, you will be responsible for ensuring the accurate and timely valuation of complex financial instruments, including derivatives such as options, swaps, and...
-
Derivative Valuations Manager
6 days ago
London, Greater London, United Kingdom Grant Thornton Full timeDerivative Valuations Assistant ManagerAbout the RoleWe are seeking a highly skilled Derivative Valuations Assistant Manager to join our Actuarial & Risk Modelling team. As a key member of the team, you will be responsible for ensuring the accurate and timely valuation of complex financial instruments, including derivatives such as options, swaps, and...
-
Equity Derivatives Valuation Specialist
2 weeks ago
London, Greater London, United Kingdom Millennium Management Full timeMillennium Management is seeking a highly skilled professional to join their team in designing, implementing, and operating their next-generation equity volatility fitting platform. This platform will provide intraday firm-wide pricing, risk, and P&L for all Equity products, including exotics. Key Responsibilities: Research and backtest volatility surface...
-
Equity Derivatives Valuation Specialist
2 weeks ago
London, Greater London, United Kingdom Millennium Management Full timeMillennium Management is seeking a highly skilled professional to join their team in designing, implementing, and operating their next-generation equity volatility fitting platform. This platform will provide intraday firm-wide pricing, risk, and P&L for all Equity products, including exotics. Key Responsibilities: Research and backtest volatility surface...
-
Financial Engineer
4 days ago
London, Greater London, United Kingdom Eximius Finance Full timeKey ResponsibilitiesAs a Financial Engineer - Equity Derivatives Specialist at Eximius Finance, you will lead the platform's market data integrity initiatives, including the creation and maintenance of implied equity/ETF/Debt volatility surfaces, forward curves, issuer risk curves, and other model frameworks needed for defined return derivatives pricing.Key...
-
Financial Engineer
4 days ago
London, Greater London, United Kingdom Eximius Finance Full timeKey ResponsibilitiesAs a Financial Engineer - Equity Derivatives Specialist at Eximius Finance, you will lead the platform's market data integrity initiatives, including the creation and maintenance of implied equity/ETF/Debt volatility surfaces, forward curves, issuer risk curves, and other model frameworks needed for defined return derivatives pricing.Key...
-
Derivative Valuations Assistant Manager
1 week ago
London, Greater London, United Kingdom Grant Thornton Full timeDerivative Valuations Assistant ManagerAt Grant Thornton, we're seeking a highly skilled Derivative Valuations Assistant Manager to join our Actuarial and Risk Modelling team. As a key member of our team, you'll play a crucial role in providing derivative valuation services to non-audit clients and supporting our audit teams.Key Responsibilities:Ensure the...