1 to 25 of 35 Stochastic Calculus Jobs

Computer Science, or a related quantitative discipline. Proven experience with pricing equity derivatives, including vanillas and exotics. Strong programming skills in C++ and/or Python. Solid grasp of stochastic calculus, numerical techniques, and financial modeling. Familiarity with hybrid product structures is highly advantageous. Previous front-office quant or risk/valuation experience preferred. Excellent communication skills with More ❯

proposals Help with administrative tasks (such as training and recruitment) What are we looking for? Advanced knowledge in derivative pricing, quantitative risk management (covering credit, market and counterparty risk), stochastic calculus, modelling, statistics and probabilities Strong significant experience either in derivative pricing, credit (PD and LGD modelling) and market (VaR, Expected Shortfall, FRTB) risk modelling Strong experience in More ❯

proposals Help with administrative tasks (such as training and recruitment) What are we looking for? Advanced knowledge in derivative pricing, quantitative risk management (covering credit, market and counterparty risk), stochastic calculus, modelling, statistics and probabilities Significant experience either in derivative pricing, credit (PD and LGD modelling) and market (VaR, Expected Shortfall, FRTB) risk modelling Strong experience in using More ❯

Computer Science, or a related quantitative discipline. Proven experience with pricing equity derivatives, including vanillas and exotics. Strong programming skills in C++ and/or Python. Solid grasp of stochastic calculus, numerical techniques, and financial modeling. Familiarity with hybrid product structures is highly advantageous. Previous front-office quant or risk/valuation experience preferred. Excellent communication skills with More ❯

communicate clearly and concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, stochastic calculus and probability theory is preferred . Responsibilities Drive clearing house margin, stress and collateral management models R&D. Define business requirements and specifications for model upgrades and More ❯

degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochastic calculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. Seniority level Seniority levelNot More ❯

and FX-IR hybrids. Deep knowledge of FX markets and conventions, hedging practices, and calibration issues. Knowledge of Rates markets is a plus. Solid knowledge of financial mathematics, particularly, stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo and other numerical methods Team player, comfortable on a trading floor, with strong, clear and concise written and oral communication skills Masters … and FX-IR hybrids. Deep knowledge of FX markets and conventions, hedging practices, and calibration issues. Knowledge of Rates markets is a plus. Solid knowledge of financial mathematics, particularly, stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo and other numerical methods Team player, comfortable on a trading floor, with strong, clear and concise written and oral communication skills Masters More ❯

Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. Education: Master's degree or equivalent in computer science, mathematics, engineering or physics. This job description provides a high-level review of the types of work performed. Other More ❯

Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. Education: Master’s degree or equivalent in computer science, mathematics, engineering or physics. This job description provides a high-level review of the types of work performed. Other More ❯

degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochastic calculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯

degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochastic calculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯

degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochastic calculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯

subject, such as Mathematics, Financial Mathematics, Physics or Statistics, is beneficial Extensive experience in a Model Validation or Front Office Quant role Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms Deep understanding of interest Rates and FX derivative models Strong interest in financial markets (especially More ❯

Essential Skills & Qualifications MSc/PhD in a quantitative field (e.g., Mathematics, Physics, Financial Engineering, Computer Science). Strong programming skills (C++, Python or similar). Deep understanding of stochastic calculus, numerical methods, and derivatives pricing. Experience with equity derivatives (vanilla and exotics); hybrid product experience is a strong advantage. Familiarity with market data sources (e.g., Bloomberg, Reuters More ❯

Essential Skills & Qualifications: MSc/PhD in a quantitative field (e.g., Mathematics, Physics, Financial Engineering, Computer Science). Strong programming skills (C++, Python or similar). Deep understanding of stochastic calculus, numerical methods, and derivatives pricing. Experience with equity derivatives (vanilla and exotics); hybrid product experience is a strong advantage. Familiarity with market data sources (e.g., Bloomberg, Reuters More ❯

Essential Skills & Qualifications: MSc/PhD in a quantitative field (e.g., Mathematics, Physics, Financial Engineering, Computer Science). Strong programming skills (C++, Python or similar). Deep understanding of stochastic calculus, numerical methods, and derivatives pricing. Experience with equity derivatives (vanilla and exotics); hybrid product experience is a strong advantage. Familiarity with market data sources (e.g., Bloomberg, Reuters More ❯

Join ICE's Global Quantitative Research team to spearhead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management. Leverage your strong background in stochastic calculus and probability theory to develop robust models, and translate them into efficient, production-grade C++ code integrated into our core quantitative library. Collaborate across business lines, including … models meet both research needs and operational demands. Knowledge and Experience Master's or PhD degree in Computer Science, Mathematics, Statistics, or a related field. Expertise in advanced mathematics (stochastic calculus, probability theory) Exceptional quantitative and analytical skills. Extensive experience in C++ and Python Strong verbal and written communication skills in English. Preferred Work experience in options pricing More ❯

Join ICE's Global Quantitative Research team to lead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management. Utilize your strong background in stochastic calculus and probability theory to develop robust models and translate them into efficient, production-grade C++ code integrated into our core quantitative library. Collaborate across business lines, including … to ensure models meet research and operational needs. Knowledge and Experience Master's or PhD in Computer Science, Mathematics, Statistics, or related fields. Expertise in advanced mathematics such as stochastic calculus and probability theory. Exceptional quantitative and analytical skills. Extensive experience with C++ and Python. Strong verbal and written communication skills in English. Preferred Experience in options pricing More ❯

solutions with clear and intuitive verbal and/or written communications and documentation. Perform core financial model analysis and development with a fundamental understanding of arbitrage, hedging, calibration and stochastic processes. Model implementation in C++ and Java with due care and attention and the incorporation of sanity checking. Participate in the model deployment and support of models in trading … in Securities Quantitative Analytics, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Expertise in exotic FX derivatives models such as Stochastic Local Vol and models for non-vanilla CSA. Stochastic rates expertise is a plus. Solid knowledge of financial mathematics, particularly, stochastic calculus, arbitrage, hedging, PDE, Monte More ❯

experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling. Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit pricing, curve construction More ❯

PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science). Excellent communication skills, both written and verbal with attention to detail. Strong Maths skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo). Good computing and programming skills, including experience of C++. Highly motivated, enthusiastic with a keen willingness to learn and More ❯

PhD preferred Relevant industry experience in a similar role Excellent communication and interpersonal skills for cross-team collaboration Problem-solving and decision-making abilities Strong background in financial mathematics, stochastic calculus, and programming (preferably Python) How we’ll support you Training and career development opportunities Coaching from team experts Culture of continuous learning Flexible benefits tailored to your More ❯

experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling. Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit pricing, curve construction More ❯

quantitative discipline Relevant industry experience in a similar role Excellent communication and interpersonal skills Technical decision making skills Enthusiasm to complete large scale projects Solid background in financial mathematics, stochastic calculus, familiarity with a mainstream programming language, preferably Python How we'll support you Flexible working to assist you balance your personal priorities A culture of continuous learning More ❯

Hiring Manager. Qualifications Requirements: A strong analytical ability, a quantitative problem-solving mindset and data analytics skills (SQL+Tableau with at least one of R or Python) A grasp of stochastic calculus as it is applied to the foreign exchange markets. Familiarity of Financial Risk Management techniques and approaches, including Value-at-Risk, hedging and controls, stress testing, and More ❯