1 to 25 of 37 Monte Carlo Method Jobs

Title: Python Developer (Monte Carlo Simulation Specialist) Location: Houston, TX 77002 (Onsite) Duration: 2+ Months Rate: $Market/Hour W2 Only Eligibility: W2 only Open to US Citizens, Green Card Holders, GC-EAD, and TN Visa holders (C2C not allowed) Key Skills: Python Strong hands … development experience Databricks Intermediate to advanced proficiency Statistics & Probability Especially Monte Carlo simulation Simulation Modeling Data Visualization (Matplotlib, Plotly, or similar tools) Analytical Thinking & Communication Skills Experience with AI/ML solutions (Intermediate) Understanding of Oil & Gas (O&G) domain (Preferred ...

quantitative risk and pricing models for market, credit, and liquidity risk, including simulation and valuation tools for complex energy portfolios. Design and run Monte Carlo and scenario simulations (e.g. for P&L, exposure, stress and what-if analyses) to support decision-making on transaction, portfolio … stack (NumPy, pandas, SciPy, scikit-learn or similar). You write clean, production-grade code, not just notebooks. Solid understanding of stochastic processes, Monte Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g. VaR, ES, sensitivities) is highly welcome. Practical ...

quantitative risk and pricing models for market, credit, and liquidity risk, including simulation and valuation tools for complex energy portfolios. Design and run Monte Carlo and scenario simulations (e.g. for P&L, exposure, stress and what-if analyses) to support decision-making on transaction, portfolio … stack (NumPy, pandas, SciPy, scikit-learn or similar). You write clean, production-grade code, not just notebooks. Solid understanding of stochastic processes, Monte Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g. VaR, ES, sensitivities) is highly welcome. Practical ...

quantitative risk and pricing models for market, credit, and liquidity risk, including simulation and valuation tools for complex energy portfolios. Design and run Monte Carlo and scenario simulations (e.g. for P&L, exposure, stress and what-if analyses) to support decision-making on transaction, portfolio … stack (NumPy, pandas, SciPy, scikit-learn or similar). You write clean, production-grade code, not just notebooks. Solid understanding of stochastic processes, Monte Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g. VaR, ES, sensitivities) is highly welcome. Practical ...

quantitative risk and pricing models for market, credit, and liquidity risk, including simulation and valuation tools for complex energy portfolios. Design and run Monte Carlo and scenario simulations (e.g. for P&L, exposure, stress and what-if analyses) to support decision-making on transaction, portfolio … stack (NumPy, pandas, SciPy, scikit-learn or similar). You write clean, production-grade code, not just notebooks. Solid understanding of stochastic processes, Monte Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g. VaR, ES, sensitivities) is highly welcome. Practical ...

quantitative risk and pricing models for market, credit, and liquidity risk, including simulation and valuation tools for complex energy portfolios. Design and run Monte Carlo and scenario simulations (e.g. for P&L, exposure, stress and what-if analyses) to support decision-making on transaction, portfolio … stack (NumPy, pandas, SciPy, scikit-learn or similar). You write clean, production-grade code, not just notebooks. Solid understanding of stochastic processes, Monte Carlo simulation, and time series analysis; familiarity with derivative pricing, valuation and risk metrics (e.g. VaR, ES, sensitivities) is highly welcome. Practical ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...

Equities and Equity Derivatives g. Commodities and Commodity Derivatives. Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers. Hands on experience ...