Derivatives Modeling Expert

2 months ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time

We are seeking a Derivatives Modeling Expert to join our Front Office team in London. As a Derivatives Modeling Expert, you will be responsible for developing and implementing new derivatives models and improving existing ones.

Job Description:

We are looking for an experienced professional to support the pricing and risk management of derivatives. The successful candidate will have a strong background in finance and programming languages such as C++ or C#.

The ideal candidate will have advanced development skills and be able to provide modeling support for FRTB/SIMM/VaR systems.

Required Skills:
  • Strong knowledge of financial markets and instruments
  • Experience in developing complex mathematical models
  • Excellent problem-solving skills and ability to work under pressure
  • Ability to communicate complex ideas effectively

Salary: Up to £220k per annum, plus benefits and pension.


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