1 to 25 of 37 Probability Theory Jobs in London

cashflow modelling across illiquid mortgage credit, including collateral analysis, recovery assumptions and structural waterfallsREQUIREMENTS Masters degree or PhD in Mathematics, Physics (non-experimental), Probability/Statistics, Engineering, or (Mathematical) FinanceMust have a familiarity with mortgage products, Intex and data analysis or empirical modelling is a strong plus alongside asset … front office quantitative roleExceptional quant/analytical skills – knowledge of advanced pricing techniques (Monte Carlo, prepayment modelling and scenario engines), asset pricing theory, probability theory, and cash flow/bond maths (e.g. OAS calculations)Experience designing, coding, and implementing pricing and surveillance frameworks for automation/streamlining ...

cashflow modelling across illiquid mortgage credit, including collateral analysis, recovery assumptions and structural waterfalls**REQUIREMENTS*** Masters degree or PhD in Mathematics, Physics (non-experimental), Probability/Statistics, Engineering, or (Mathematical) Finance* Must have a familiarity with mortgage products, Intex and data analysis or empirical modelling is a strong plus … front office quantitative role* Exceptional quant/analytical skills – knowledge of advanced pricing techniques (Monte Carlo, prepayment modelling and scenario engines), asset pricing theory, probability theory, and cash flow/bond maths (e.g. OAS calculations)* Experience designing, coding, and implementing pricing and surveillance frameworks for automation/ ...

directly influence crucial cross-asset XVA analytics.What You'll Do:Create and support analytics for Markets Front Office XVA across multiple asset classes, leveraging probability theory, financial mathematics, and numerical techniques.Implement these analytics in C++, also utilizing Python for development.Provide essential support to trading desks for XVA-related … important XVA functionality that cuts across multiple asset 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 ...

influence crucial cross-asset XVA analytics. What You'll Do: Create and support analytics for Markets Front Office XVA across multiple asset classes, leveraging probability theory, financial mathematics, and numerical techniques. Implement these analytics in C++, also utilizing Python for development. Provide essential support to trading desks … important XVA functionality that cuts across multiple asset 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 ...

influence crucial cross-asset XVA analytics. What You'll Do: Create and support analytics for Markets Front Office XVA across multiple asset classes, leveraging probability theory, financial mathematics, and numerical techniques. Implement these analytics in C++, also utilizing Python for development. Provide essential support to trading desks … important XVA functionality that cuts across multiple asset 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 ...

calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/programming and statistics and probability Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers Collaborate closely with Traders, Structurers, and technology … analytics role, ideally in the financial sector Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze ...

analytics role, ideally in the financial sectorMust have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex ...

analytics role, ideally in the financial sectorMust have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex ...

businesses leveraging a wide variety of mathematical and computer science methods including advanced calculus, C++, object‐oriented design, Python, mathematical finance, statistics, probability and Machine Learning Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers Build a culture of responsible finance … analytics role, ideally in the financial sector Must have strong technical/programming skills; C++/python, Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex ...

computer science methods and tools including hardware acceleration, advanced calculus, Java, Python, kdb, Structured Query Language (SQL), mathematical finance/programming and statistics and probability Collaborate closely with Traders and technology professionals. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance … financial sector Must have technical/programming skills. Preferably use of Python, Java, SQL and/or q. Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the market behaviour, solve analytical equations and design numerical schemes to create pricing and risk ...

with standard rates models (SABR, HJM) and products (Swaptions and CMS Caps).Excellent technical/programming skills in C++ and Python.Proficiency in statistics and probability-based calculations, including using probability theory to evaluate risks, solve analytical equations, and design numerical schemes for complex financial instruments.Strong understanding ...

alongside proficiency with ML frameworks like TensorFlow and PyTorch. Machine Learning Engineers need solid mathematics and statistics knowledge, particularly in linear algebra, calculus, and probability theory. Experience with cloud platforms (AWS, GCP, Azure) is essential for deploying models at scale. Skills in data preprocessing, feature engineering, and model evaluation ...

tech stack. Experimentation & Insights Design and execute rigorous A/B tests to validate new features, algorithms, and product iterations. Apply advanced statistical and probability theory to evaluate model performance and user behavior. Utilise our extensive data infrastructure to uncover insights that drive the AI product roadmap forward. ...

will provide advanced modelling solutions to the Fixed Income business. Your work will combine deep mathematical rigour — stochastic calculus, PDEs, numerical methods and the theory of the term structure — with solid software engineering to deliver best-in-class pricing, risk and hedging models to the trading desk.QTR … mathematics, physics, engineering, statistics or a 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 ...

will provide advanced modelling solutions to the Fixed Income business. Your work will combine deep mathematical rigour stochastic calculus, PDEs, numerical methods and the theory of the term structure with solid software engineering to deliver best-in-class pricing, risk and hedging models to the trading desk. … mathematics, physics, engineering, statistics or a 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 ...

will provide advanced modelling solutions to the Fixed Income business. Your work will combine deep mathematical rigour stochastic calculus, PDEs, numerical methods and the theory of the term structure with solid software engineering to deliver best-in-class pricing, risk and hedging models to the trading desk. … mathematics, physics, engineering, statistics or a 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 ...

Strong understanding of software design principles and object-oriented programming. Experience working with market data. Strong knowledge of statistics and probability. Ability to apply probability theory and numerical techniques to complex financial instruments. Experience with quantitative methods and mathematical finance. Understanding of investments and financial products. Strong communication … discipline is expected, with a Master's or PhD preferred. Core Technology Stack C++ | Python | C#/.NET | Java | SQL | kdb | Mathematical Finance | Statistics & Probability | Monte Carlo | PDEs | Market Data | Quantitative Analytics | Pricing & Risk We offer Opportunity to work on bleeding-edge projects Work with a highly motivated ...

management of complex financial instruments across the Rates XVA desk.Develop and implement quantitative pricing models using advanced numerical techniques, to enable accurate derivatives valuation.Apply probability-based frameworks and statistical methods to evaluate risk in complex financial contracts, constructing analytical solutions and numerical schemes that address real-world trading challenges.Build … derivatives pricing or risk management.Proficiency in C++ for developing high-performance analytics and pricing libraries in a production environment.Strong mathematical foundation in statistics, probability theory, and numerical methods, with the ability to solve analytical equations and design numerical schemes for complex financial contracts.Practical experience with Python for quantitative ...

Science, Economics or FinanceStrong experience in model validation or front office in an area of electronic trading (either agency or market making)Excellence in probability theory, stochastic processes, statistics, and numerical analysis.Strong understanding of option pricing theory and quantitative models for derivatives. Excellent communication skills (written ...

Economics or Finance Strong experience in model validation or front office in an area of electronic trading (either agency or market making) Excellence in probability theory, stochastic processes, statistics, and numerical analysis. Strong understanding of option pricing theory and quantitative models for derivatives. Excellent communication skills (written ...

Economics or Finance Strong experience in model validation or front office in an area of electronic trading (either agency or market making) Excellence in probability theory, stochastic processes, statistics, and numerical analysis. Strong understanding of option pricing theory and quantitative models for derivatives. Excellent communication skills (written ...

complex financial instruments across the Rates XVA desk.* Develop and implement quantitative pricing models using advanced numerical techniques, to enable accurate derivatives valuation.* Apply probability-based frameworks and statistical methods to evaluate risk in complex financial contracts, constructing analytical solutions and numerical schemes that address real-world trading challenges. … pricing or risk management.* Proficiency in C++ for developing high-performance analytics and pricing libraries in a production environment.* Strong mathematical foundation in statistics, probability theory, and numerical methods, with the ability to solve analytical equations and design numerical schemes for complex financial contracts.* Practical experience with Python ...

risk and conduct standards. What we’ll need from you Demonstrated software engineering ability in C++ and Python with practical experience. Knowledge of statistics, probability theory, and their application to the evaluation and risk assessment of complex financial instruments. Ability to design and implement numerical schemes and solve ...

desirable) in Statistics, Financial Mathematics, Applied Mathematics, Economics, Physics, or Engineering. Several years of relevant work experience or equivalent educational training. Technical skills: Statistics, Probability Theory, Econometrics, Financial Mathematics. Experience developing and implementing large quantitative models, managing large data sets. Proven leadership abilities, working across organizational lines. Strong ...

banks and multi-strategy hedge funds. Who will love this job A scientist – you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics An engineer – who has a passion for computer science, system performance, clean code and architecture with an owner mentality ...