Manage the Fixed Income derivative pricing/valuations function for a Global Investment Bank Responsibilities: * Perform Independent Price Verification (IPV) processes for Fixed Income products with ...
Quick apply
Manage the Fixed Income derivative pricing/valuations function for a Global Investment Bank Responsibilities: * Perform Independent Price Verification (IPV) processes for Fixed Income products with ...
Quick apply
Manage the Fixed Income derivative pricing/valuations function for a Global Investment Bank Responsibilities: * Perform Independent Price Verification (IPV) processes for Fixed Income products with ...
Advanced knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their applications * Strong understanding of interest rate and/or equity derivative Greeks ...
Advanced knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their applications * Strong understanding of interest rate and/or equity derivative Greeks ...
Advanced knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their applications * Strong understanding of interest rate and/or equity derivative Greeks ...
Advanced knowledge of Financial Mathematics with solid understanding of Derivative Pricing Theory, and their applications * Strong understanding of interest rate and/or equity derivative Greeks ...
Strong understanding of derivative pricing models, risk metrics (e.g., Greeks), and market microstructure. * Proficiency in financial data platforms (e.g., Bloomberg, Refinitiv Eikon) and ...
Strong understanding of derivative pricing models, risk metrics (e.g., Greeks), and market microstructure. * Proficiency in financial data platforms (e.g., Bloomberg, Refinitiv Eikon) and ...
Who We Are Derivative Path empowers institutions across the capital markets with innovative, AI ... Prior experience pricing, analyzing, and executing interest rate derivatives is required ...
Quick apply
Who We Are Derivative Path empowers institutions across the capital markets with innovative, AI ... Prior experience pricing, analyzing, and executing interest rate derivatives is required ...
Who We Are Derivative Path empowers institutions across the capital markets with innovative, AI ... Prior experience pricing, analyzing, and executing interest rate derivatives is required ...
Who We Are Derivative Path empowers institutions across the capital markets with innovative, AI ... Prior experience pricing, analyzing, and executing interest rate derivatives is required ...
Houston, TX · On-site
This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities ...
Houston, TX · On-site
This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities ...
Houston, TX · On-site
This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities ...
Houston, TX · On-site
This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities ...
Houston, TX · On-site
This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities ...
Houston, TX · On-site
This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities ...
This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities ...
This mid-to-senior level role focuses on the design, implementation, and maintenance of cutting-edge derivative pricing models and volatility modelling tools used across our global commodities ...
You'll contribute to solving solutions spanning derivatives pricing and risk modeling, factor modeling, Greeks and sensitivity analytics, portfolio-level risk aggregation, stress testing, and ...
You'll contribute to solving solutions spanning derivatives pricing and risk modeling, factor modeling, Greeks and sensitivity analytics, portfolio-level risk aggregation, stress testing, and ...
Manhattan, NY · On-site
$90K - $160K/yr
You'll contribute to solving solutions spanning derivatives pricing and risk modeling, factor modeling, Greeks and sensitivity analytics, portfolio-level risk aggregation, stress testing, and ...
Manhattan, NY · On-site
$90K - $160K/yr
You'll contribute to solving solutions spanning derivatives pricing and risk modeling, factor modeling, Greeks and sensitivity analytics, portfolio-level risk aggregation, stress testing, and ...
Prepare and analyze derivative pricing models as well as financial models and company financial statements * Interact with both external clients and internal groups at Goldman Sachs such as Classic ...
Prepare and analyze derivative pricing models as well as financial models and company financial statements * Interact with both external clients and internal groups at Goldman Sachs such as Classic ...
New York, NY · On-site
$175K - $250K/yr
Senior Software Engineer - EQ Derivatives Pricing & Risk The successful candidate will join a global team responsible for designing and developing Equities Volatility, Risk, PnL, and Market Data ...
New York, NY · On-site
$175K - $250K/yr
Senior Software Engineer - EQ Derivatives Pricing & Risk The successful candidate will join a global team responsible for designing and developing Equities Volatility, Risk, PnL, and Market Data ...
You'll contribute to solving solutions spanning derivatives pricing and risk modeling, factor modeling, Greeks and sensitivity analytics, portfolio-level risk aggregation, stress testing, and ...
You'll contribute to solving solutions spanning derivatives pricing and risk modeling, factor modeling, Greeks and sensitivity analytics, portfolio-level risk aggregation, stress testing, and ...
Prepare and analyze derivative pricing models as well as financial models and company financial statements * Interact with both external clients and internal groups at Goldman Sachs such as Classic ...
Prepare and analyze derivative pricing models as well as financial models and company financial statements * Interact with both external clients and internal groups at Goldman Sachs such as Classic ...
Prepare and analyze derivative pricing models as well as financial models and company financial statements * Interact with both external clients and internal groups at Goldman Sachs such as Classic ...
Prepare and analyze derivative pricing models as well as financial models and company financial statements * Interact with both external clients and internal groups at Goldman Sachs such as Classic ...
New York, NY · On-site
$160K - $175K/yr
Derivative pricing models development using C++; Probability and stochastics including Measure Theory; Interest rate modelling; Exotic derivative products; Monte Carlo Methods and partial ...
New York, NY · On-site
$160K - $175K/yr
Derivative pricing models development using C++; Probability and stochastics including Measure Theory; Interest rate modelling; Exotic derivative products; Monte Carlo Methods and partial ...
Des Moines, IA · Hybrid
$143K - $170K/yr
... pricing, hedging, etc.). * Identify and execute trading opportunities and risks across all areas of the desk including derivatives, Treasuries, Agencies, Fed Funds, Reverse Repurchase Agreements ...
Des Moines, IA · Hybrid
$143K - $170K/yr
... pricing, hedging, etc.). * Identify and execute trading opportunities and risks across all areas of the desk including derivatives, Treasuries, Agencies, Fed Funds, Reverse Repurchase Agreements ...
$53.50 - $72.25/hr
Responsibilities: - Design, code, implement, and test new features and modules in the compnay's cross asset derivative pricing platform - Work with product managers to translate and understand ...
$53.50 - $72.25/hr
Responsibilities: - Design, code, implement, and test new features and modules in the compnay's cross asset derivative pricing platform - Work with product managers to translate and understand ...
$29K - $40.2K
14% of jobs
$40.2K - $51.5K
0% of jobs
$51.5K - $62.7K
6% of jobs
$68.3K is the 25th percentile. Wages below this are outliers.
$62.7K - $73.9K
10% of jobs
$73.9K - $85.1K
14% of jobs
The median wage is $89.6K / yr.
$85.1K - $96.4K
16% of jobs
$96.4K - $107.6K
11% of jobs
$113.2K is the 75th percentile. Wages above this are outliers.
$107.6K - $118.8K
8% of jobs
$118.8K - $130K
6% of jobs
$130K - $141.3K
9% of jobs
$141.3K - $152.5K
5% of jobs
$29K
$93K
$152.5K
A Derivative Pricing job involves determining the fair value of financial derivatives such as options, futures, and swaps. Professionals in this role use mathematical models, market data, and risk management techniques to assess derivative prices accurately. They work closely with traders, risk managers, and quantitative analysts to ensure pricing reflects market conditions and risk factors. Strong quantitative skills, proficiency in programming, and knowledge of financial markets are essential for this role.
To thrive in Derivative Pricing, you need strong quantitative analysis skills, a solid understanding of financial mathematics, and usually an advanced degree in finance, mathematics, or a related field. Expertise with statistical software, programming languages such as Python, R, or MATLAB, and familiarity with financial modeling platforms are commonly expected, along with certifications like CFA or FRM as a plus. Exceptional attention to detail, strong communication, and the ability to work well under pressure are standout soft skills in this role. These competencies are essential for accurately valuing complex financial instruments and supporting effective decision-making in fast-paced trading environments.
Professionals in Derivative Pricing spend their days developing, implementing, and refining mathematical models to accurately value derivatives such as options, futures, and swaps. They work closely with traders, risk managers, and quantitative teams to ensure prices reflect current market conditions and risk parameters. Daily responsibilities also include analyzing large datasets, back-testing models, monitoring market trends, and documenting methodologies. This role often requires ongoing learning and quick adaptation as financial markets evolve, making strong collaboration and continuous innovation essential.

Full-time
Posted 23 days ago