Quantitative Developer: SIMM - New York - ISDA

The Assistant Director plays a pivotal role in supporting the ISDA SIMM maintenance cycle through timely quantitative analysis and the development of supporting technology. · ...

We are looking for a Quantitative Developer to join our team responsible for maintaining and enhancing the ISDA Standard Initial Margin Model (SIMM) and related analytics infrastructure. · ...

We are seeking a highly experienced and strategic Senior Vice President to join our Equity Risk Analytics team as an Equity Derivatives Risk Quant. · Lead the design and implementation of robust risk analytics solutions for equity derivatives. · ...

We are seeking a highly experienced Senior Vice President (SVP) to join our Equity Risk Analytics team. · ...

A client-facing role requiring strong expertise within Prime Brokerage, Margining / Risk / Derivatives in New York. · ...

The Global Risk Analytics team looking for a Quantitative Risk Developer to join our Quant Risk Development team. · ...

++The Global Risk Analytics team is looking for a Quantitative Risk Developer to join our Quant Risk Development team.+ · +Key Responsibilities+Collaborate with internal risk teams to design and implement Python-based tools and libraries that automate risk analytics processes and ...

This position is within the Acadia Quantitative Services business unit of LSEG's Post Trade Solutions division and is based out of LSEG's New York or Boston offices. · The successful applicant will be a member of the Quantitative Services team, · which pursues the continuous deve ...

This position is within the Acadia Quantitative Services business unit of LSEG's Post Trade Solutions division. · Extension of the ORE libraries across all OTC derivatives in six asset classes (Interest Rates, Foreign Exchange, Inflation, Equity, Credit, Commodity), including hyb ...

The Global Risk Analytics team looking for a Quantitative Risk Developer to join our Quant Risk Development team. · This role offers the opportunity to work closely with other risk analytics teams, including Market Risk, Credit Risk, and RegIM, to develop tools to automate workfl ...

The Global Risk Analytics team is looking for a Quantitative Risk Developer to join their Quant Risk Development team. · Collaborate with internal risk teams to design and implement Python-based tools and libraries that automate risk analytics processes and regulatory submissions ...

We are dedicated, open-access partners with a commitment to excellence in delivering the services our customers expect from us. · LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We enable businesses and econ ...

Murex Support Engineer at Net2Source Inc. This is a level 1 & 2 Production Support Analyst role requiring Murex experience. · ...

The Product Specialist will be a credible, experienced financial industry professional with excellent communication skills. They should have product knowledge in listed and OTC derivatives, · financial securities and margin models with a strong interest in expanding their experti ...

The Assistant Director plays a pivotal role in supporting the ISDA SIMM maintenance cycle through timely quantitative analysis and the development of supporting technology.This position ensures the robustness and efficiency of SIMM processes, contributing directly to ISDA's missi ...

We are looking for a Quantitative Developer to join our team responsible for maintaining and enhancing the ISDA Standard Initial Margin Model (SIMM) and related analytics infrastructure. · ...

We are seeking your assistance in identifying suitable candidate who meet the criteria below. Candidate with equivalent trading experience from similar platforms may also be considered. · ...

This position is within the Acadia Quantitative Services business unit of LSEG's Post Trade Solutions division. · We are seeking an experienced Quant Analyst to join our team in New York or Boston offices. · The successful applicant will contribute to the development of additiona ...

We are seeking a highly experienced and strategic Senior Vice President to join our Equity Risk Analytics team as an Equity Derivatives Risk Quant. · ...

The Global Risk Analytics team looking for a Quantitative Risk Developer to join our Quant Risk Development team.We are seeking an experienced and skilled Quantitative Risk Developer to join our team. The ideal candidate will have strong experience in Python programming with DevO ...