9 Derivatives Pricing Jobs

At EY, you have the opportunity to shape a career that aligns with your unique qualities, supported by a global platform, inclusive environment, and cutting-edge technology to empower you to excel. Your distinctive voice and perspective are valued contributions towards enhancing EY's continuous evolution. Join us in crafting a remarkable journey for yourself and contributing to a more progressive working world for all. As a Senior Manager in EY's Financial Services Office (FSO), you will be an integral part of a specialized unit offering a comprehensive range of services tailored to the financial sector. Leveraging deep industry knowledge and functional expertise, the FSO practice delivers advisory services to various entities in the financial landscape, including commercial banks, investment firms, insurance companies, and energy trading enterprises. Your role within the Financial Services Risk Management (FSRM) group focuses on assisting clients in identifying, measuring, managing, and monitoring market, credit, operational, and regulatory risks associated with their trading activities and capital management processes. Your key responsibilities include: - Demonstrating expertise in financial products and technical capabilities - Acting as a subject matter expert in areas such as model risk management, statistical techniques, mathematical concepts, and derivative pricing - Providing strategic recommendations on Financial Services Risk Management issues - Engaging in Quantitative Risk and Assurance projects related to market risk and credit risk modeling - Contributing to business development initiatives, sales enablement, and expansion of client accounts - Conducting performance reviews, recruiting talent, and fostering professional development - Creating intellectual capital by developing thought leadership articles and white papers To qualify for this role, you should possess: - A degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics, with 11+ years of relevant industry experience - Professional qualifications such as CQF, CFA, FRM, or PRM are preferred - Proficiency in statistical and numerical techniques, derivative pricing, and risk measurement methodologies - Strong communication, problem-solving, and project management skills - Willingness to travel as required and a proactive attitude towards learning and innovation At EY, you will be rewarded with a competitive compensation package based on performance, along with a collaborative work environment that fosters growth and development. Your contributions will be instrumental in delivering exceptional services to clients, establishing you as a trusted advisor and propelling your career to new heights. EY is dedicated to building a better working world by creating long-term value for clients, society, and the capital markets. With a global presence spanning over 150 countries, EY's diverse teams leverage data and technology to provide assurance and drive transformation across various sectors. Join us in asking better questions to address the complex challenges of today's world and make a meaningful impact.,

What you'll do As a Quantitative Development Lead, you'll be at the forefront of new pricing and risk calculation methods to adapt to market and regulatory environment changes such as Libor discontinuation and the Fundamental Review of the Trading Book. You'll also be collaborating with the Front Office Quants, Trading desks, Risk and Finance teams in London. Your role will also involve: Undertaking investigations in a logical and planned manner of a quantitative nature, drawing conclusions and presenting your work to peers and supervisors for assessment and feedback Building a team that'll take ownership of and work on SAF client projects, including contributing to Front Office intra or end-of-day C++ pricing libraries Helping to build out key components and packages in our in-house Python library Disseminating or adopting best practices both within the team and when collaborating with Front Office Quants, Risk and Finance teams The skills you'll need We're looking for someone with a strong technical background in multi-asset class trade present value or Risk and P&L calculation and analysis, encompassing both risk and full revaluation based P&L from a front office perspective. As well as a holding a degree in a STEM subject, you'll need at least 10 years of working experience, with at least six years Python or C++ programming experience. You'll also need: An understanding and development experience of derivative products, with the ability to explain different attributes for products and how cashflows and PV are calculated An understanding and development experience of market data Development experience in the front office Quant library, with a deep understanding of products and options pricing models for interest rate derivatives A strong mathematical background, preferably with good knowledge in probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation and time series analysis An understanding and development experience of market data, including how a curves and VOL surface are constructed from market quotes, and different models are used for construction

Data Scientist is to run various data analysis and management to assist in design development and testing of algorithmic trading strategies, development of state-of-art transaction cost analysis modules(TCA)for global equities options futures and f/x

As a Risk Platform Developer, your primary responsibility is to develop a comprehensive understanding of business requirements related to market and credit risk calculations for integration into the strategic risk platform. You will engage with key stakeholders to gather and document these requirements effectively. Collaborating with business representatives and product leads, you will work towards devising optimal system solutions that align with the identified business needs. Enhancing data visualization, dashboard, and reporting capabilities will also be a crucial part of your role. Furthermore, you will play a pivotal role in prioritizing and breaking down system deliverables across various applications constituting the strategic risk analytical platform. Your expertise will be instrumental in guiding development teams by articulating business objectives and requirements, aiding in decision-making processes related to implementation specifics. To excel in this role, you should possess a strong grasp of concepts such as VaR, Value at Risk, ES, Expected Shortfall, derivatives pricing, and financial products. A profound understanding of market and counterparty risk processes, methodologies, and regulatory frameworks is essential. Your skill set should include proficiency in business analysis, problem-solving, effective communication, and presentation. Additionally, familiarity with software development lifecycle methodologies, particularly waterfall and Agile, is advantageous. Moreover, you must have experience in data analysis, database utilization, and data modeling. Proficiency in SQL, Python, Pyspark, or similar tools for data analysis and drill-down capabilities is mandatory. Prior leadership experience within a team and knowledge of product management, backlog creation, roadmap execution, and team leadership are highly beneficial in this role.,

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Your key responsibilities include providing and supervising valuation support services independently valuing derivative products such as Interest Rate Swaps, Credit Default Swaps, FX and Equity Options, Inflation products for various Audit Clients. You will also analyze the non-performance risk for various derivative instruments, incorporating the credit risk of the counterparty and the Client into fair value estimations. Validating hedge accounting procedures related to hedge effectiveness testing methodology and ineffectiveness measurement of hedging derivatives in accordance with US GAAP, ASC 815, IFRS 9, or IAS 39 is also part of your role. You will work closely with a team of professionals with diverse skills and backgrounds, consistently delivering quality services. It is essential to demonstrate technical capabilities, professional knowledge, maintain long-term relationships and networks with various stakeholders, possess strong written and verbal communication skills, and cultivate business development opportunities. Everything you do will revolve around providing exceptional services to clients. Colleagues and clients will rely on you to lead project components, drive high-quality results while coaching & motivating staff, and managing client expectations. This role will help you build knowledge and experience, become a trusted advisor, and elevate your career to new heights. Skills and attributes for success include developing high-quality work products within expected timeframes, managing high volume work, and effectively communicating with key stakeholders regarding status, issues, and key priorities to achieve expected outcomes. Understanding Clients" unique ambitions and needs and referring them to colleagues in other teams and areas to broaden business relationships is crucial. To qualify for the role, you should have a Bachelor's degree in finance, economics, accounting, engineering, or a related discipline with a minimum of 3-6 years of relevant work experience; or a Master's degree in Finance, Accounting, Business, Management, or a related field with a minimum of 1.5-2 years of relevant work experience. Relevant experience in the financial services industry with either a consulting firm, internal consulting organization, or within front office or market risk, counterparty risk, or related areas at leading financial services institutions is required. Strong competencies in derivatives pricing and valuation, counterparty credit risk, credit valuation adjustment (CVA), hedge effectiveness testing, and knowledge of valuing derivatives using Numerix, Fincad, and similar applications are essential. Excellent communication, strong problem-solving skills, and technical skills such as Advanced Excel, SQL, and Python are preferred. Ideally, you'll also have a go-getter attitude and the ability to work under strict deadlines. Working at EY offers a competitive compensation package based on performance and recognition for the value you bring to the business. In addition, you'll experience a collaborative environment, excellent training and development prospects, and an excellent team of senior colleagues dedicated to managing and varying your workload. EY exists to build a better working world, creating long-term value for clients, people, and society, and building trust in the capital markets. Through data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform, and operate in various sectors. Working across assurance, consulting, law, strategy, tax, and transactions, EY teams ask better questions to find new answers for the complex issues facing the world today.,

With a startup spirit and 90,000+ curious and courageous minds, we have the expertise to go deep with the worlds biggest brandsand we have fun doing it. Now, were calling all you rule-breakers and risk-takers who see the world differently and are bold enough to reinvent it. Come, transform with us. Are you the one we are looking for? We are inviting applications for the role of , Model Validation, Derivatives Valuation Models. In this role, you will be responsible for model development, implementation & documentation - for a BFS client in the US Responsibilities You will be working with the independent model validation function of a large banking client and will involve end-to-end validation of derivatives valuation and risk factor models; development of challenger models will be included as necessary. It will also involve interaction with various stakeholder groups including model development, model owners/lines of business, auditors and client model validators. You will be expected to work hands-on to validate models, build and lead validation teams, and bring in thought leadership and domain/quantitative best practices to present effective challenge to the models. Your activities will include, but will not be limited to the following: End-to-end independent validation of the front office derivative valuation models, including exotic, complex and structured derivatives of various asset classes, e.g., EQ auto-callable accumulator / decumulator with barrier, FX average rate options (ARO), reverse convertible bonds, basket options, etc. and risk factor utility models, e.g., interest rate yield curve, local volatility, stochastic volatility surface, Black Scholes, Hull & White, SABR etc. Assess the models conceptually and quantitatively to ensure the model is suitable for the stated use. Conduct necessary assessments to challenge the model effectively. Assess adequacy of model documentation in line with regulatory guidelines, such as, SR 11-7, SS 1/23 and E23. Development of benchmark models for derivatives valuation and sensitivity analysis. Assessment of the model monitoring and implementation process. Assessment of the model calibration techniques. Prepare model validation report summarizing findings and provide recommendations Assessment of model risk current state and gaps for clients, along with recommendations to address the gaps Bring outside in views, and industry best practice knowledge to guide junior model validators and improve overall validation practice of the firm. Qualifications we seek in you Minimum qualifications PhD or master’s in physics, Mathematics, Statistics, Engineering, etc. with in-depth coursework, projects or research in numerical methods, 8+ years of experience in quantitative finance areas which involves in-depth work on model methodology, of which, 5+ years of model validation experience, of which, 3+ years of derivatives valuation / Greeks’ model validation Deep expertise in at least 2 of all asset classes, i.e., equity, interest rate, forex, commodities, etc. and good understanding of all asset classes; knowledge of Crypto will be valuable. Experience of regulatory models , like, VaR, SVaR, FRTB, SACCR, SIMM, CVA, SA CVA, etc. will be of added advantage but not a substitute of above-mentioned requirements. Hands on experience of simulations, finite difference method or other numerical methods in any programming language. Strong soft skills required: client communications, mentoring / coaching, technical solutions, identification of process improvement opportunities Self-driven, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal supervision Preferred qualifications FRM or CQF certification is a plus Genpact is an Equal Opportunity Employer and considers applicants for all positions without regard to race, color, religion or belief, sex, age, national origin, citizenship status, marital status, military/veteran status, genetic information, sexual orientation, gender identity, physical or mental disability or any other characteristic protected by applicable laws. Genpact is committed to creating a dynamic work environment that values diversity and inclusion, respect and integrity, customer focus, and innovation. For more information, visit www.genpact.com. Follow us on Twitter, Facebook, LinkedIn, and YouTube.

I am hiring this profile for one of our Consulting client. This role can operate from multiple locations like Mumbai, Pune, Chennai, Bangalore & Gurgaon. Role Overview We are seeking a Market Risk Manager with deep expertise in Market Risk Analytics, FRTB, Derivatives Pricing, Treasury Analytics, Regulatory Compliance, and Risk Framework Development. The ideal candidate will have prior consulting experience, a strong grasp of client-facing engagements, and the willingness to travel to the Middle East for short- to medium-term projects. This role involves working closely with financial institutions to support market risk-related projects, assist in regulatory compliance (Basel III/IV, FRTB, ICAAP), and engage in stakeholder collaboration to integrate risk models into decision-making processes. Strong communication skills and a collaborative attitude are critical for success. Role & responsibilities: Market Risk Modelling and Documentation Valuation of financial instruments including Fixed Income, Equity, Structured Products, and Derivatives. Development and enhancement of models for FRTB, market risk capital charge, pricing models, and VaR. Draft and maintain business requirement documentation (BRD) and technical/model documentation. Framework Development & Regulatory Compliance Design and implement market risk frameworks including risk policies, monitoring limits, and risk appetite statements. Support clients in achieving regulatory compliance under Basel III/IV, FRTB, and ICAAP. Develop internal stress testing methodologies aligned with enterprise risk management practices. Client Engagement & Delivery Act as a consultant to financial institutions for model integration, risk reporting, and strategic risk initiatives. Contribute to proposal development, thought leadership, and client presentations. Provide mentorship to junior team members and act as an SME in market risk and model development. Preferred candidate profile: Candidates with Big4 experience will be preferred first Masters or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or related field. Certifications such as CFA, FRM, or Actuarial credentials are an advantage. Minimum 6 years of experience in market risk, with strong preference for candidates with prior consulting experience (Big 4 or equivalent) Exposure to all or some of FRTB, VaR, Derivatives pricing, Treasury management and related Regulatory frameworks o Demonstrate strong verbal and written communication skills during client interactions, documentation, and workshops. Be open to frequent travel to the Middle East to deliver onsite consulting engagements. o Proficiency in Python, R, or SAS for model development and data analytics. Familiarity with platforms such as Murex, Bloomberg, Calypso, or SAS.

SFD Strats play a critical role in deal structuring, pricing, execution and risk management. This is a highly visible platform to put quantitative skills and knowledge in use to make a direct impact on business growth. You will gain familiarity with different asset classes & risk factors while working on various trades and projects and build a broad foundation of product knowledge. Responsibilities Improve existing pricing models and create new ones for structured products. Understand transaction risks and analyse drivers of profits and losses. Provide analysis for new transactions. Drive commercial outcomes using data. Improve existing and create new models for the pricing and analysis of derivatives Identify, curate, and integrate new structured and unstructured datasets into models. Build end to end solutions from data collection to automated actions. Who We Look For Strong quantitative and coding skills with desire to develop commercial mindset Solid work ethics, team oriented, high levels of motivation. Ability to work in fast-paced environment and time-sensitive situations. Effective communication skills in verbal and writing to both technical and business audience. Basic Qualifications Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science. Experience in object-oriented programming with a language such as C++, Java or Python. Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background Knowledge of credit market and products, interest rates, FX, or risk management is preferred.

Role Overview: We are seeking an expert instructor to demystify the intricacies of financial markets, products, risk management, and the regulatory environment. This role requires comprehensive knowledge of financial instruments, market dynamics, valuation models, risk assessment methodologies, and global financial regulations. You will prepare students to navigate and contribute to the complex world of modern finance. Key Responsibilities: Deliver live, highly interactive online classes covering a broad range of financial topics, including market microstructure, derivatives pricing, portfolio analytics, and risk management frameworks. Explain complex concepts such as Black-Scholes, structured products, VaR calculations, credit risk modeling, and regulatory compliance (e.g., Basel III, Dodd-Frank) with practical insights and real-world examples. Guide students through case studies, valuation exercises, and risk assessment scenarios, enhancing their applied understanding. Foster a highly disciplined and engaging learning environment, providing constructive feedback and expertly answering student queries. Core Curriculum Expertise Required: Financial Theory & Core Markets: Asset pricing models, portfolio theory, derivatives, market microstructure, Modern Portfolio Theory, Black-Litterman model, factor models, equity valuation, fixed income analytics, alternative investments, order management systems, execution algorithms, market data feeds, Game Theory (auction theory, strategic trading, optimal stopping). Derivatives & Financial Engineering: Black-Scholes model, exotic options, interest rate derivatives, structured products, credit derivatives, commodity derivatives, Hull-White model, Black-Karasinski model, LIBOR Market Model, local volatility models, stochastic volatility models, jump-diffusion models, payoff design, risk-return optimization, calibration techniques. Risk Management & Portfolio Analytics: Value-at-Risk (VaR), Expected Shortfall, RAROC, economic capital, stress testing, credit risk modeling (PD, LGD, EAD), operational risk, Fama-French factors, momentum, quality, value factors, attribution analysis, benchmarking, alpha/beta decomposition. Research Methods & Regulatory Compliance: Backtesting methodologies, bias detection, statistical significance testing (application in financial research), Basel III, Solvency II, Dodd-Frank, MiFID II, product approval processes, capital requirements, investor protection. Qualifications: Educational Background: Bachelor's, Master's, or PhD in Quantitative Finance, Financial Engineering, Economics, Business Administration (with a strong finance focus), or a closely related field. Relevant certifications (CFA, FRM) are highly valued. Experience: Proven experience in roles such as Quantitative Analyst (Buy/Sell-Side), Financial Engineer, Risk Manager (Quantitative), Algorithmic Trader, or a similar position within investment banks, hedge funds, asset managers, or regulatory bodies. We also consider freshers with exceptional academic records and demonstrable project experience in these domains. Domain Expertise: Possess an extremely strong and expert-level understanding of financial markets, complex financial products, risk management methodologies, and the regulatory landscape. Exceptional Communication Skills: Superior ability to articulate complex financial concepts, market dynamics, and regulatory requirements clearly and engagingly in a live online setting. High Discipline & Work Ethic: Demonstrated ability to maintain a rigorous teaching schedule, prepare thoroughly, and foster a disciplined learning environment. Technical Proficiency: Highly tech-savvy with experience in online teaching tools, virtual whiteboards, and relevant financial software/platforms (e.g., Bloomberg Terminal, FactSet, quantitative libraries). Mandatory Requirement (Crucial for Application): A strong background in Finance or Trading , especially with Algorithmic Trading or broader Quant experience , is a mandatory requirement for all applicants. This ensures practical relevance and industry context. Application Requirement: To assess your teaching prowess and technical communication skills, all applicants must submit a sample teaching video of at least 30 minutes on any topic within Financial Markets, Products, Risk & Regulation that you are highly proficient in (e.g., explaining exotic option pricing, demonstrating VaR calculation, or detailing a regulatory framework). This video should clearly demonstrate your ability to explain complex concepts, engage an audience, and showcase your depth of expertise, hard work, and disciplined approach to teaching.