TP ICAP Group
Quantitative Finance Engineer, Parameta Solutions (New York)
TP ICAP Group, New York, New York, us, 10261
Quantitative Finance Engineer, Parameta Solutions (New York) page is loaded## Quantitative Finance Engineer, Parameta Solutions (New York)locations:
New Yorktime type:
Full timeposted on:
Posted Todayjob requisition id:
R4329The TP ICAP Group is a world leading provider of market infrastructure.Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions.Through our people and technology, we connect clients to superior liquidity and data solutions.The Group is home to a stable of premium brands. Collectively, TP ICAP is the largest interdealer broker in the world by revenue, the number one Energy & Commodities broker in the world, the world’s leading provider of OTC data, and an award winning all-to-all trading platform.Founded in London in 1866, the Group operates from more than 60 offices in 27 countries.
We are 5,200 people strong.
We work as one to achieve our vision of being the world’s most trusted, innovative, liquidity and data solutions specialist.**About Parameta Solutions**Parameta Solutions is the Data & Analytics division of TP ICAP Group. The business provides clients with unbiased OTC content and proprietary data, in-depth insights across price discovery, risk management, benchmark and indices, and pre and post-trade analytics. Its post-trade solutions offering helps market participants control their counterparty and regulatory risks through a growing range of tools that manage balance-sheet exposure, as well as compression and optimisation services. The Data & Analytics division includes the following brands: Tullett Prebon Information, PVM Data Services, ICAP Information and Burton-Taylor Consulting.**Role Overview**
We are seeking a Quantitative Finance Engineer to join the Financial Engineering team within Parameta Solutions.This is a hands-on, client-facing role focused on delivering innovative valuation, structuring, and risk solutions to our global client base. The ideal candidate will have strong cross-asset expertise, deep knowledge of OTC derivatives and structured products, and practical experience with valuation models, market risk, and regulatory frameworks. You will collaborate with colleagues across Product, Data Science, Sales, and Technology to shape cutting-edge analytics and ensure clients gain maximum value from Parameta’s risk product suite.**Key Responsibilities*** Support the Senior Product Manager – Risk in the design, development, and delivery of new risk, valuation, and analytics solutions.* Partner with Quantitative and Data Science teams to prototype and industrialise models for pricing and risk management across asset classes.* Contribute to go-to-market strategies, including joint ventures and collaborations with third-party vendors and technology providers.* Perform quantitative analysis of derivative pricing models, including model validation, calibration, and bespoke structuring.* Enhance and evolve Parameta’s data and analytics product set to meet market demands and regulatory standards.* Communicate complex quantitative concepts clearly to both technical and non-technical stakeholders, including clients, regulators, and internal colleagues.* Act as a subject matter expert across FX, Rates, Credit, Commodities, and Equity derivatives, advising on valuation techniques, hedging strategies, and market conventions.* Align with internal functions (Product, Sales, Operations, Technology) to ensure seamless delivery of client solutions.* Travel to client sites and TP ICAP offices as required to support product rollouts, training, and relationship development.**Experience & Competencies**Essential* Significant experience in derivatives trading, structuring, product control, or financial engineering at a leading financial institution.* Strong cross-asset knowledge of OTC derivatives and structured products across FX, Rates, Credit, Commodities, and Equities.* Proven expertise in valuation models and methodologies for both vanilla and exotic instruments.* Hands-on experience in pricing model calibration and adapting models to market conventions or bespoke deal terms.* Solid understanding of market risk frameworks and how valuation models integrate into risk and capital management.* Excellent communication skills, with the ability to explain complex concepts to varied audiences.* Demonstrated ability to operate in a fast-paced, cross-functional, and multi-asset environment.* Advanced proficiency in Microsoft Excel and Word.* Master’s degree in a quantitative discipline such as Mathematics, Physics, Engineering, or Financial Engineering.Desired* PhD in Mathematical Finance, Financial Engineering, or a related field.* Familiarity with industry-standard pricing tools (e.g., Bloomberg, Refinitiv, Numerix).* Programming skills in Python, VBA, C++, or MATLAB for model prototyping or analytics.* Experience designing or validating structured note term sheets.* Knowledge of risk-related regulation (e.g., FRTB, XVA, capital optimisation, model risk governance).* Exposure to Agile product development frameworks.* Proven ability to collaborate effectively with business stakeholders, developers, and data scientists.**Job Band & Level*** Professional / 5**Base Salary Range*** $90,000 - $110,000#PARAMETA #LI-ASO #LI-Hybrid**Company Statement**We know that the best innovation happens when diverse people with different perspectives and skills work together in an inclusive atmosphere. That's why we're building a culture where everyone plays a part in making people feel welcome, ready and willing to contribute. TP ICAP Accord - our Employee Network - is a central to this. As well as representing specific groups, TP ICAP Accord helps increase awareness, collaboration, shares best practice, and holds our firm to account for driving continuous cultural improvement.**Location**USA - 200 Vesey Street - New York, NY**Connecting clients, communities and colleagues for sustainable growth**TP ICAP connects people, platforms, ideas, and insight across the world’s financial, energy and commodities markets.
As a global leader in market infrastructure and data-led solutions, we enhance market access, increase efficiencies, and unlock possibilities.**Work with us**Joining TP ICAP puts you at the heart of markets that matter.You’ll have the freedom to innovate and act on your initiative. We’ll train you and build your abilities in your specialist area, so that you can become an expert in your field. And all within a connected network that’s there to set you up for success.TP ICAP Group is a collection of premium brands each with a distinct, client-focused offering.
Underpinning and connecting these client-facing brands is the financial security, operational strength and know-how we have as a Group.Connections are at the heart of what we do.
We combine our people’s know-how with the latest technology to improve price discovery, trade execution and liquidity flow.Connections create strength.
Through them, we help our clients to manage risk, realise investment strategies and expand the scope for growth.And connections act as a catalyst. Sparking richer solutions for our clients to break new ground, modernising markets for future performance, and creating dynamic careers for our people.
Our capacity to connect builds trust, supports communities and gives us the power to anticipate and respond to change, whatever direction the world takes.
It’s what makes TP ICAP a mainstay in the global markets, now and in the future.TP ICAP. We connect. #J-18808-Ljbffr
New Yorktime type:
Full timeposted on:
Posted Todayjob requisition id:
R4329The TP ICAP Group is a world leading provider of market infrastructure.Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions.Through our people and technology, we connect clients to superior liquidity and data solutions.The Group is home to a stable of premium brands. Collectively, TP ICAP is the largest interdealer broker in the world by revenue, the number one Energy & Commodities broker in the world, the world’s leading provider of OTC data, and an award winning all-to-all trading platform.Founded in London in 1866, the Group operates from more than 60 offices in 27 countries.
We are 5,200 people strong.
We work as one to achieve our vision of being the world’s most trusted, innovative, liquidity and data solutions specialist.**About Parameta Solutions**Parameta Solutions is the Data & Analytics division of TP ICAP Group. The business provides clients with unbiased OTC content and proprietary data, in-depth insights across price discovery, risk management, benchmark and indices, and pre and post-trade analytics. Its post-trade solutions offering helps market participants control their counterparty and regulatory risks through a growing range of tools that manage balance-sheet exposure, as well as compression and optimisation services. The Data & Analytics division includes the following brands: Tullett Prebon Information, PVM Data Services, ICAP Information and Burton-Taylor Consulting.**Role Overview**
We are seeking a Quantitative Finance Engineer to join the Financial Engineering team within Parameta Solutions.This is a hands-on, client-facing role focused on delivering innovative valuation, structuring, and risk solutions to our global client base. The ideal candidate will have strong cross-asset expertise, deep knowledge of OTC derivatives and structured products, and practical experience with valuation models, market risk, and regulatory frameworks. You will collaborate with colleagues across Product, Data Science, Sales, and Technology to shape cutting-edge analytics and ensure clients gain maximum value from Parameta’s risk product suite.**Key Responsibilities*** Support the Senior Product Manager – Risk in the design, development, and delivery of new risk, valuation, and analytics solutions.* Partner with Quantitative and Data Science teams to prototype and industrialise models for pricing and risk management across asset classes.* Contribute to go-to-market strategies, including joint ventures and collaborations with third-party vendors and technology providers.* Perform quantitative analysis of derivative pricing models, including model validation, calibration, and bespoke structuring.* Enhance and evolve Parameta’s data and analytics product set to meet market demands and regulatory standards.* Communicate complex quantitative concepts clearly to both technical and non-technical stakeholders, including clients, regulators, and internal colleagues.* Act as a subject matter expert across FX, Rates, Credit, Commodities, and Equity derivatives, advising on valuation techniques, hedging strategies, and market conventions.* Align with internal functions (Product, Sales, Operations, Technology) to ensure seamless delivery of client solutions.* Travel to client sites and TP ICAP offices as required to support product rollouts, training, and relationship development.**Experience & Competencies**Essential* Significant experience in derivatives trading, structuring, product control, or financial engineering at a leading financial institution.* Strong cross-asset knowledge of OTC derivatives and structured products across FX, Rates, Credit, Commodities, and Equities.* Proven expertise in valuation models and methodologies for both vanilla and exotic instruments.* Hands-on experience in pricing model calibration and adapting models to market conventions or bespoke deal terms.* Solid understanding of market risk frameworks and how valuation models integrate into risk and capital management.* Excellent communication skills, with the ability to explain complex concepts to varied audiences.* Demonstrated ability to operate in a fast-paced, cross-functional, and multi-asset environment.* Advanced proficiency in Microsoft Excel and Word.* Master’s degree in a quantitative discipline such as Mathematics, Physics, Engineering, or Financial Engineering.Desired* PhD in Mathematical Finance, Financial Engineering, or a related field.* Familiarity with industry-standard pricing tools (e.g., Bloomberg, Refinitiv, Numerix).* Programming skills in Python, VBA, C++, or MATLAB for model prototyping or analytics.* Experience designing or validating structured note term sheets.* Knowledge of risk-related regulation (e.g., FRTB, XVA, capital optimisation, model risk governance).* Exposure to Agile product development frameworks.* Proven ability to collaborate effectively with business stakeholders, developers, and data scientists.**Job Band & Level*** Professional / 5**Base Salary Range*** $90,000 - $110,000#PARAMETA #LI-ASO #LI-Hybrid**Company Statement**We know that the best innovation happens when diverse people with different perspectives and skills work together in an inclusive atmosphere. That's why we're building a culture where everyone plays a part in making people feel welcome, ready and willing to contribute. TP ICAP Accord - our Employee Network - is a central to this. As well as representing specific groups, TP ICAP Accord helps increase awareness, collaboration, shares best practice, and holds our firm to account for driving continuous cultural improvement.**Location**USA - 200 Vesey Street - New York, NY**Connecting clients, communities and colleagues for sustainable growth**TP ICAP connects people, platforms, ideas, and insight across the world’s financial, energy and commodities markets.
As a global leader in market infrastructure and data-led solutions, we enhance market access, increase efficiencies, and unlock possibilities.**Work with us**Joining TP ICAP puts you at the heart of markets that matter.You’ll have the freedom to innovate and act on your initiative. We’ll train you and build your abilities in your specialist area, so that you can become an expert in your field. And all within a connected network that’s there to set you up for success.TP ICAP Group is a collection of premium brands each with a distinct, client-focused offering.
Underpinning and connecting these client-facing brands is the financial security, operational strength and know-how we have as a Group.Connections are at the heart of what we do.
We combine our people’s know-how with the latest technology to improve price discovery, trade execution and liquidity flow.Connections create strength.
Through them, we help our clients to manage risk, realise investment strategies and expand the scope for growth.And connections act as a catalyst. Sparking richer solutions for our clients to break new ground, modernising markets for future performance, and creating dynamic careers for our people.
Our capacity to connect builds trust, supports communities and gives us the power to anticipate and respond to change, whatever direction the world takes.
It’s what makes TP ICAP a mainstay in the global markets, now and in the future.TP ICAP. We connect. #J-18808-Ljbffr