Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochasticcalculus and basic asset pricing, and experience of coding, writing models in C++, C# and/or Python. You must have experience of more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
and SABR. • Experience/knowledge of FRTB, IRRBB and Risk Models such as Value-at-Risk (VaR) and Stress methodologies.. • Strong mathematical background covering stochasticcalculus, statistics, matrix algebra, optimisation methods and interpolation techniques. • Object-oriented programming skills. Preferably Python and or C#, although skills in other languages more »
City Of London, England, United Kingdom Hybrid / WFH Options
Quant Capital
industry experts. The Role Working individually and with developers to create, develop and implement complex pricing and risk models for multi asset products Use stochasticcalculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis. Develop production-ready code using object-orientated programming Skills more »
Risk IT • Advanced programming skills in C# (preferred) or C++ • Excellent derivatives understanding, particularly in Rates, or FX models, & hedging • Familiar with Capital Regulations • Stochasticcalculus, e.g. brownian motion; algorithm complexity; CVA estimates • PhD or MSc in a hard science or engineering discipline Location: London Salary more »
Greater London, England, United Kingdom Hybrid / WFH Options
Albert Bow
with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and StochasticCalculus Extensive knowledge of derivative products, especially options Strong programming skills in C++ 17/20 or Rust, Python Excellent analytical, communication, and more »
of 2 years in options market making, algorithmic trading, or related fields. Comprehensive knowledge of options pricing models, volatility surfaces, and risk management techniques (StochasticCalculus, MC, PDE). Exceptional analytical skills, with a capacity to perform in a dynamic, collaborative environment. Why Join Our Client: Innovative Environment more »
and feedback.Desirable skills/Preferred Qualifications:· Experience working with cloud integrations, preferably AWS.· Strong analytical and numerical skills (e.g., statistics, probability theory, numerical methods, stochasticcalculus).· Exposure to stress-testing and regulatory capital (e.g. FRTB) requirements for risk management systems.Purpose, Values and MindsetWe deploy finance responsibly to more »
in a STEM field. +2 years of experience as a quant or systematic researcher. Strong background in using numerical methods including Monte-Carlo, and StochasticCalculus for vanilla & exotic derivative valuations. Knowledge of major derivative products in equity, rates, FX or commodity markets. Particularly options. Understanding of back more »
