Derivatives Risk & Valuation Quant – Model & Pricing
Derivatives Risk & Valuation Quant – Model & Pricing

Derivatives Risk & Valuation Quant – Model & Pricing

Full-Time 36000 - 60000 £ / year (est.) No home office possible
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At a Glance

  • Tasks: Enhance valuation and risk analytics for a leading derivatives exchange.
  • Company: Top-tier derivatives institution in Greater London.
  • Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
  • Why this job: Join a cutting-edge team and make an impact in the derivatives market.
  • Qualifications: Strong knowledge of derivatives markets and proficiency in Python required.
  • Other info: Collaborative role with excellent career advancement potential.

The predicted salary is between 36000 - 60000 £ per year.

A leading Derivatives institution in Greater London seeks a skilled professional to enhance valuation and risk analytics for a regulated derivatives exchange.

Key responsibilities include:

  • Running pricing for futures and options
  • Validating market data
  • Enhancing risk models like VaR

Successful candidates will have strong knowledge of CCPs and derivatives markets, as well as proficiency in Python for implementation. The role requires interaction with various teams and a focus on model governance and improvement.

Derivatives Risk & Valuation Quant – Model & Pricing employer: Rothstein Recruitment

As a leading Derivatives institution in Greater London, we pride ourselves on fostering a dynamic work culture that encourages innovation and collaboration. Our employees benefit from comprehensive professional development opportunities, competitive remuneration, and a supportive environment that values diversity and inclusion. Join us to be part of a forward-thinking team where your contributions directly impact the evolution of derivatives risk and valuation.
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Contact Detail:

Rothstein Recruitment Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Derivatives Risk & Valuation Quant – Model & Pricing

Tip Number 1

Network like a pro! Reach out to professionals in the derivatives space on LinkedIn or at industry events. We can’t stress enough how valuable personal connections can be in landing that dream role.

Tip Number 2

Show off your skills! If you’ve got a portfolio of projects or GitHub repositories showcasing your Python prowess, make sure to highlight them during interviews. We want to see how you tackle real-world problems!

Tip Number 3

Prepare for those tricky questions! Brush up on your knowledge of CCPs and risk models like VaR. We recommend practising with friends or using mock interviews to get comfortable discussing these topics.

Tip Number 4

Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who take the initiative to connect directly with us.

We think you need these skills to ace Derivatives Risk & Valuation Quant – Model & Pricing

Valuation Analytics
Risk Analytics
Pricing for Futures and Options
Market Data Validation
Risk Models (VaR)
Knowledge of CCPs
Derivatives Markets
Proficiency in Python
Model Governance
Model Improvement
Team Collaboration
Analytical Skills

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your experience with derivatives and risk analytics. We want to see how your skills align with the role, so don’t be shy about showcasing your knowledge of CCPs and your Python proficiency!

Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about derivatives and how you can contribute to enhancing our valuation and risk models. Keep it engaging and relevant to the job description.

Showcase Teamwork Skills: Since this role involves interaction with various teams, make sure to highlight any collaborative projects you've worked on. We love candidates who can work well with others and contribute to model governance and improvement.

Apply Through Our Website: We encourage you to apply directly through our website for a smoother application process. It’s the best way for us to receive your application and get to know you better!

How to prepare for a job interview at Rothstein Recruitment

Know Your Derivatives Inside Out

Make sure you brush up on your knowledge of derivatives markets, especially futures and options. Be prepared to discuss how you would enhance valuation and risk analytics, as well as your experience with CCPs. This will show that you’re not just familiar with the concepts but can apply them practically.

Show Off Your Python Skills

Since proficiency in Python is key for this role, be ready to demonstrate your coding skills. You might be asked to solve a problem or explain how you've used Python in past projects. Practising common algorithms or data manipulation tasks can really help you shine.

Prepare for Model Governance Questions

Expect questions around model governance and improvement. Think about how you’ve previously validated market data or enhanced risk models like VaR. Having specific examples ready will help you articulate your thought process and approach to model governance effectively.

Engage with Team Dynamics

This role involves interaction with various teams, so be prepared to discuss how you collaborate with others. Share examples of successful teamwork and how you handle differing opinions. This will demonstrate your ability to work well in a team-oriented environment, which is crucial for this position.

Derivatives Risk & Valuation Quant – Model & Pricing
Rothstein Recruitment

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