1 to 25 of 84 Monte Carlo Method Jobs

About Monte CarloMonte Carlo is the agent trust platform that unifies data and agent observability to monitor, troubleshoot, and improve production AI systems. As enterprises prepare to deploy thousands of agents across business-critical use cases, Monte Carlo provides the reliability infrastructure … support them along this AI transformation, from human-guided agents to fully autonomous operations. Founded in 2019 and backed by leading investors, Monte Carlo empowers data and AI teams to ship trusted AI at scale. Learn more at montecarlodata.com. The EMEA Partner Manager will be responsible ...

layer: new business units, platforms, use cases, and stakeholders. Build technical champions. Identify and develop the advocates inside each account who will carry Monte Carlo into the next budget cycle, platform migration, or executive review. Run briefings, workshops, and architecture reviews that position our platform … infrastructure. Drive POVs that convert. When an account wants to extend Monte Carlo into a new platform, region, or team, you design the proof of value, set success criteria, and deliver a result that accelerates the commercial close. Own technical account strategy. Map the whitespace ...

adjustments (CVA and FVA), which are critical to the bank’s risk management and pricing strategies, and develops and maintains a large-scale Monte-Carlo engine using advanced numerical and computational techniques, including Adjoint Analytic Differentiation (AAD). As an Associate and Vice President … promoted business, promoting change through state-of-the-art AI and machine learning techniques. Job Responsibilities Design, develop, and enhance our large-scale Monte Carlo simulation engine used for computing Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA) across the firm's derivatives portfolio. Implement ...

which are critical to the bank’s risk management and pricing strategies. The group develops and maintains a large-scale Monte-Carlo engine in order to effectively manage these adjustments. Advanced numerical and computational techniques are used to achieve this including the use of Adjoint Analytic … production-grade solutions. As such, a strong quantitative background is not a key requirement for this role.Design, develop, and enhance our large-scale Monte Carlo simulation engine used for computing Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA) across the firm's derivatives portfolio.Implement advanced ...

which are critical to the bank’s risk management and pricing strategies. The group develops and maintains a large-scale Monte-Carlo engine in order to effectively manage these adjustments. Advanced numerical and computational techniques are used to achieve this including the use of Adjoint Analytic … grade solutions. As such, a strong quantitative background is not a key requirement for this role. Design, develop, and enhance our large-scale Monte Carlo simulation engine used for computing Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA) across the firm's derivatives portfolio. Implement ...

managers, hedge funds, and other sophisticated market participants.**Responsibilities:*** Influence the product roadmap for portfolio risk analytics features, including Analytical/Historical/Monte Carlo VaR, factor-based performance attribution, and stress/scenario testing.* Collaborate with quantitative developers to design, validate, and implement factor risk … .* 6+ years’ experience in market risk analytics, preferably in product management, quantitative analysis, or risk technology roles.* Strong understanding of Historical/Monte Carlo VaR, factor attribution, stress testing, and related statistical/financial methodologies.* Experience with derivatives pricing models, stochastic processes, portfolio construction/ ...

controls.Job responsibilitiesDevelop advanced analytical, pricing and risk-management models for fixed income products, grounded in rigorous mathematics — stochastic processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisationDevelop analytical risk and sensitivity techniques — closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition and attribution … closely related quantitative discipline, with demonstrable strength in advanced mathematicsStrong command of stochastic calculus, probability theory, numerical analysis and PDE/Monte Carlo techniques as applied to derivatives pricing and riskSolid understanding of fixed income analytics and risk — term-structure and yield-curve construction, multi-curve ...

have grown 100% so far this year.This Quant role will focus on credit risk modelling, mainly potential future exposure simulations using the Banks Monte Carlo risk framework.The Quant Risk Manager will be joining the credit team looking at bank wide credit risk. The Successful Quant will … Tier University (top 20 UK)Some commercial experience of finance, in a Risk environmentC++ Matlab and SQLHave read HullUnderstanding of Black Scholes or Monte Carlo SimulationsUnderstanding of riskStochastic calculusAdvanced StatsThis is an outstanding opportunity to join a growing trading business at a time of significant ...

comparable quantitative modeling role in the financial sector. XVA-related experience is especially valuable.Strong knowledge of financial products and related quantitative methods, especially Monte Carlo simulation techniques.Clear and concise written and verbal communication skills.An MSc or PhD degree in a quantitative subject.Strong programming skills, preferably … classes, directly influencing trading decisions and control functions.Advanced Quantitative Work: Engage in complex analytics, utilizing probability theory, financial mathematics, and numerical techniques like Monte Carlo simulation.Technical Excellence: Develop and implement solutions primarily in C++ and Python, contributing to robust and performant analytics.Collaborative Environment: Work closely with ...

responsibilities Develop advanced analytical, pricing and risk-management models for fixed income products, grounded in rigorous mathematics - stochastic processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisation Develop analytical risk and sensitivity techniques - closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition … closely related quantitative discipline, with demonstrable strength in advanced mathematics Strong command of stochastic calculus, probability theory, numerical analysis and PDE/Monte Carlo techniques as applied to derivatives pricing and risk Solid understanding of fixed income analytics and risk - term-structure and yield-curve construction ...

ensure robust model integrationImplement and maintain derivative pricing models (e.g. stochastic/local volatility, stochastic correlation, jump), using numerical techniques for valuation including Monte Carlo methods and partial differential equation solversOptimise the core codebase to ensure performance, stability, and engineering excellenceDevelop and support product payoff scripting … implementation of payoff scripting frameworksExpert-level experience in derivatives pricing and product knowledge, ideally in equity exoticsDeep knowledge of numerical methods, particularly Monte Carlo simulation and PDE solversAdvanced degree in Quantitative Finance, Mathematics, Physics, or related fieldExcellent communication and collaboration skillsConsistently demonstrates clear and concise written ...

Responsibilities : Risk Identification: Proactively identify and assess potential project risks through engaging workshops and team discussions. Risk Analysis: Conduct quantitative risk analysis using Monte Carlo simulation and reference class forecasting to inform decision-making. Mitigation Planning: Develop and recommend strategies to minimise risk impact, seamlessly integrating … major infrastructure projects. In-depth knowledge of project risk management principles, frameworks, and methodologies. Proficiency in conducting bottom-up quantitative risk analysis, including Monte Carlo simulation and top-down techniques. Familiarity with project risk management software (e.g., Primavera, Palisade). Strong analytical skills that drive data ...

Responsibilities : Risk Identification: Proactively identify and assess potential project risks through engaging workshops and team discussions. Risk Analysis: Conduct quantitative risk analysis using Monte Carlo simulation and reference class forecasting to inform decision-making. Mitigation Planning: Develop and recommend strategies to minimise risk impact, seamlessly integrating … major infrastructure projects. In-depth knowledge of project risk management principles, frameworks, and methodologies. Proficiency in conducting bottom-up quantitative risk analysis, including Monte Carlo simulation and top-down techniques. Familiarity with project risk management software (e.g., Primavera, Palisade). Strong analytical skills that drive data ...

andmaintainhigh-fidelity simulation environments,6-DOF vehicle dynamics, aerodynamics, structural, and/or engagement-level models,depending on where your depth sits Develop Monte Carlo and sensitivity analysis capability to explore performance across the real range of conditions a platform will see, not just the nominal … validating simulation output against real test or field data, and can reason about the gap between the two Are comfortable working with uncertainty,Monte Carlo methods, sensitivity analysis, and communicating results probabilistically rather than as a single "answer" Collaborate effectively across disciplines and can explain simulation ...

andmaintainhigh-fidelity simulation environments,6-DOF vehicle dynamics, aerodynamics, structural, and/or engagement-level models,depending on where your depth sits Develop Monte Carlo and sensitivity analysis capability to explore performance across the real range of conditions a platform will see, not just the nominal … validating simulation output against real test or field data, and can reason about the gap between the two Are comfortable working with uncertainty,Monte Carlo methods, sensitivity analysis, and communicating results probabilistically rather than as a single "answer" Collaborate effectively across disciplines and can explain simulation ...

high-fidelity simulation environments, 6-DOF vehicle dynamics, aerodynamics, structural, and/or engagement-level models, depending on where your depth sits Develop Monte Carlo and sensitivity analysis capability to explore performance across the real range of conditions a platform will see, not just the nominal … validating simulation output against real test or field data, and can reason about the gap between the two Are comfortable working with uncertainty, Monte Carlo methods, sensitivity analysis, and communicating results probabilistically rather than as a single "answer" Collaborate effectively across disciplines and can explain simulation ...

building analytics for the Credit Portfolio Group and collaborating with traders, marketers and risk managers. The role emphasizes hands-on development of scalable Monte Carlo simulations for CVA/FVA, advanced numerical methods, and robust production-grade software. #J-18808-Ljbffr ...

open table format) and migrating legacy pipelines onto it.Establish data observability as a first-class platform capability, leveraging modern observability tooling (for example, Monte Carlo) for automated freshness, volume, schema, and quality monitoring, anomaly detection, and end-to-end lineage so issues are detected and resolved ...

Python skills coupled with experience working in modern cloud-based data environments. Hands-on experience with data observability tools such as Grafana, Monte Carlo, or Acceldata, and data governance/quality platforms like Informatica, Collibra or Microsoft Purview is highly desirable. Experience within the Azure ecosystem ...

Python skills and experience working in modern cloud-based data environments. Hands-on experience with data observability tools such as Grafana, Monte Carlo, or Acceldata, and data governance/quality platforms like Informatica, Collibra or Microsoft Purview is highly desirable. Experience within the Azure ecosystem (data ...

clear SLOs/SLA, observability, reliability engineering practices, and tight integration into trading/risk platforms. Provide technical leadership and mentorship; conduct code/method reviews, establish research engineering best practices (testing, CI/CD, reproducibility), and develop team capability. Communicate complex quantitative concepts to non‐technical audiences; influence … curve building (multi‐curve frameworks), volatility surface modelling/calibration (e.g., SABR, Heston, local/stochastic volatility), and numerical methods (PDE/FDM, Monte Carlo, adjoint/automatic differentiation). Experience with market risk, time‐series/stress analytics, model risk governance, and regulatory expectations ...

Staff Data Engineer or in an equivalent technical leadership role in data quality, observability, or governance. Deep knowledge of data observability frameworks (Monte Carlo, Soda, or equivalent) and data validation tools (Great Expectations, DBT tests, etc.). Deep understanding of data-as-a-product principles ...

including generative AI Predictive modeling using Machine Learning and Data Science techniques Time-series modeling (ARIMA and panel data models) and simulation models (Monte Carlo) Development, validation and audit of financial, risk, marketing and business-oriented models R&D projects Requirements: Recent graduates or final year ...

experience developing models at production scale for soccer or sports betting Expertise in Probability Theory, Machine Learning, Inferential Statistics, Bayesian Statistics, Markov Chain Monte Carlo methods Minimum of 3+ years of demonstrated experience developing and delivering effective machine learning and/or statistical models to serve ...

managers and engineers It’s a bonus if you are familiar with FX or financial markets experience Term structure modelling, stochastic calculus or Monte Carlo methods Interest rate curve bootstrapping Algorithmic execution experience Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.) We’re people without ...