Derivatives Pricing and Risk Modeler

Job OverviewWe are currently seeking a highly skilled Quantitative Risk Analyst to join our client's front office quant risk team. The successful candidate will be responsible for developing and validating complex pricing models for exotic derivatives.The ideal candidate will have:Strong analytical skills and experience with derivatives pricing.Excellent...

Duties and ResponsibilitiesThe Derivatives Pricing Modeler will be responsible for developing, testing, and maintaining the ACE application, which is used for internal risk management and regulatory capital purposes. The role will involve tasks such as:• Development and maintenance of in-house Python and C++ model libraries• Working with Front Office...

About the OpportunityAnson McCade is seeking a Pricing Modeller to join their London office, responsible for developing and maintaining pricing models and trading tools.Estimated Salary: £90,000 - £140,000 per annumAbout the TeamThe Investment Quant (IQ) team is a dynamic and collaborative group, responsible for identifying relative value opportunities and...

Job Role:The successful candidate will be responsible for delivering advanced analytical and risk management models to the Rates business. This role requires strong technical skills, including proficiency in Python/C++ programming languages and experience with derivatives pricing theory and standard models.Key Responsibilities:Develop and implement advanced...

Detailed Job Description:This role involves working closely with our derivatives pricing team to lead market data integrity initiatives and maintain hedging and issuer cost assumptions. You will be responsible for developing and maintaining complex models for defined return derivatives pricing, including volatility surfaces, forward curves, and issuer risk...

About UsCMC Markets is one of the world's first ever fin-tech companies, launched in 1989 to break down barriers in financial trading. Our mission is to empower millions of people to have the best trading experience through our award-winning, Next Generation trading platform and unparalleled client service.The JobWe are seeking a highly skilled Quantitative...

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...

Risk Model Validation Expert RoleLloyds Banking Group is seeking a skilled Risk Model Validation Expert to join our Pricing Model Validation team. In this key role, you will be responsible for developing and maintaining accurate and reliable pricing models for derivatives.Your expertise in C++ or Python programming languages will enable you to design and...

Job Description:We are seeking a highly skilled Quantitative Analyst to join our front office modeling and analytics team in London. As a Quantitative Analyst, you will be responsible for developing pricing models and hedging analytics for interest derivatives. You will work closely with traders and other quants to provide analytical support and contribute...

As a Quantitative Developer at Fourier Ltd, you will play a key role in the development of our portfolio optimisation technology. You will be responsible for designing and implementing complex algorithms, developing and maintaining existing risk and pricing models, and collaborating with other teams to deliver high-quality results.The ideal candidate will...

Tempest Vane Partners seeks a skilled Quantitative Analyst to join its Quantitative Analytics & Development team. As a key member of this team, you will contribute to the development and enhancement of in-house pricing and risk models, working across a range of securities and derivatives.About the Company:Tempest Vane Partners is a leading buy-side focused...

We are looking for a talented junior mathematician to join our team at Fourier Ltd as a Junior Quant Analyst. As a key member of the Front Office, Fixed Income Quants team, you will be responsible for reviewing and improving current risk and pricing models.You will work closely with experienced colleagues to develop and implement advanced mathematical...

Job DescriptionWe are seeking a skilled Quantitative Risk Analyst to join our client, a commodity trading house in London. Jakob Bloch and Partners is currently supporting this company as they expand their front office quant risk team.The successful candidate will be responsible for:Developing and validating complex pricing models for exotic...

A reputable global investment bank in the UK seeks a Pricing Model Specialist to join their Model Validation team. As a critical member of this team, you will validate pricing models used by the trading desk across various asset classes.Responsibilities:Analyze mathematical assumptions of interest rate derivatives modelsAssess implementation methods,...

We're looking for a skilled Quantitative Modeller to work on our Commodities and Derivatives team at Millar Associates.As a key member of the Commodities Analytics team, you will develop and maintain complex mathematical models to price derivatives and structured products. Your expertise will be applied across multiple asset classes, including...

Job SummaryAs a Quantitative Developer, you will be responsible for creating advanced analytical models to value and hedge financial transactions. Your work will combine classical quant finance with solid software engineering skills to deliver best-in-class models to the trading desk.We are looking for a highly skilled individual with experience in...

Role SummaryAlexander Ash Consulting is seeking a highly experienced Derivatives Pricing Validation Expert to join our team. In this role, you will be responsible for validating pricing models used by our investment banking trading desk across all asset classes.You will have a deep understanding of Interest Rates derivative models and be able to review and...

Job OverviewWe are seeking a skilled professional to join our Front Office team at the NCAA, where you will interact closely with Trading, Sales, and Quantitative Research teams. Our core value is building strong relationships with institutional clients, including corporations, financial service providers, and fund managers.We help them buy and sell...

Job SummaryWe are seeking a highly experienced and skilled Quantitative Analyst to join our Front Office team in London. This exciting opportunity involves working closely with our FX and non-USD Rates traders and the Quant team to design and implement Option pricing models, as well as their integration into Trading and Risk systems.About UsWe are a Top-Tier...

As a Quantitative Analyst at Millar Associates, you will play a critical role in developing and implementing innovative models for pricing and risk management of Credit derivatives.With a strong technical background in C++/C#/Python and experience in a quant team, you will work closely with traders and quantitative peers to develop and support flow credit...