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6 Stochastic Calculus Jobs in England
Greater London, England, United Kingdom Hybrid / WFH Options Millar Associates
market conventions, interacting with traders, management, and initiate solutions with clear written communications. Perform model development with deep understanding of arbitrage, hedging, calibration and stochastic processes. Implement models in C++ and Java Understand processes and work flows to make recommendations for process improvements ESSENTIAL SKILLS: 6-12 years’ as … FX derivatives, ideally with exotics Rates derivatives and FX-IR hybrids. Expertise in exotic FX derivatives, e.g. Stoch Local Vol and non-vanilla CSA. Stochastic rates expertise is a plus. Deep financial maths: stochastic calculus, arbitrage, hedging, PDE, Monte-Carlo, numerical methods Hands on experience of C++ more »
City Of London, England, United Kingdom Hybrid / WFH Options Quant Capital
maximum impact. The Role Working individually and with developers to create, develop and implement complex pricing and risk models for fixed income products. Use stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis. Develop production-ready code using object-orientated programming. Skills more »
London Area, United Kingdom Augusta Aiken & Associates
on pricing framework, model validation, internal model changes and contribute to regulatory requirements Your Profile: Strong background in using numerical methods including Monte-Carlo, Stochastic Calculus for vanilla & exotic derivative valuations. Experience with all major derivative products past and present in equity, rates, fx or commodity markets. Particularly 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 Stochastic Calculus Extensive knowledge of derivative products, especially options Strong programming skills in C++ 17/20 or Rust, Python Excellent analytical, communication, and more »
Greater London, England, United Kingdom Onyx Alpha Partners
of 2 years in options market making, algorithmic trading, or related fields. Comprehensive knowledge of options pricing models, volatility surfaces, and risk management techniques ( Stochastic Calculus, MC, PDE). Exceptional analytical skills, with a capacity to perform in a dynamic, collaborative environment. Why Join Our Client: Innovative Environment more »
Greater London, England, United Kingdom Mondrian Alpha
in a STEM field. +2 years of experience as a quant or systematic researcher. Strong background in using numerical methods including Monte-Carlo, and Stochastic Calculus for vanilla & exotic derivative valuations. Knowledge of major derivative products in equity, rates, FX or commodity markets. Particularly options. Understanding of back more »
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Salary Guide Stochastic Calculus England - 10th Percentile
- £91,125
- 25th Percentile
- £94,688
- Median
- £108,750
- 75th Percentile
- £127,188
- 90th Percentile
- £133,375
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