optimize performance and consolidate the workflow across asset classes. Extending existing test suites, including unit, regression, and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs. Identifying and developing calculation optimization improvements Working on documentation. Working with Front Office teams to integrate quant library/technology enhancements into the codebase. Utilizing in-depth … Rates, Credit, Equities, Commodities, FX derivatives. Experience working on Regulatory based projects such as Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numericalanalysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. Education: Master's degree or equivalent in computer science, mathematics, engineering or More ❯
HJM framework . Strong programming skills in C++ (Visual Studio) , including modern C++ (C+ or later). Solid understanding of stochastic calculus , partial differential equations , no-arbitrage valuation , and numericalanalysis . Knowledge of Rates Products and Models . Familiarity with instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses. Experience with commodities is preferred. Technical Skills More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Hartree Partners
working in a Data Science related role Proven depth in probability & inference (e.g., Bayesian updating, time-series/state-space models, extreme-value theory). Hands-on Python for numericalanalysis (numpy, pandas, xarray, SciPy/PyMC/PyTorch, or similar). Experience validating models with historical data and communicating results to non-specialists. Exposure to real-time More ❯
working in a Data Science related role Proven depth in probability & inference (e.g., Bayesian updating, time-series/state-space models, extreme-value theory). Hands-on Python for numericalanalysis (numpy, pandas, xarray, SciPy/PyMC/PyTorch, or similar). Experience validating models with historical data and communicating results to non-specialists. Exposure to real-time More ❯
set of products and services that help people, businesses and governments realize their greatest potential. Title and Summary Managing Consultant, Advisors - Strategy & Transformation Mastercard Services provides cutting-edge data analysis and services to Fortune 500s, governments, and nonprofits to make multimillion-dollar business decisions and grow their organizations. Our Advisors Client Services team combines traditional management consulting with Mastercard … Knowledge of business KPIs, financials, and organizational leadership • Ability to identify new business development opportunities, and experience drafting proposals and scoping new opportunities • Logical, structured thinking, and affinity for numericalanalysis • Advanced Word, Excel, and PowerPoint skills • Ability to manage multiple tasks and clients in a fast-paced, deadline-driven environment • Ability to communicate effectively in English and More ❯
What We’re Looking For Strong front office quant background, with deep expertise in interest rates, yield curve calibration , and classical quantitative finance (stochastic calculus, PDEs, no-arbitrage valuation, numericalanalysis) Proven experience implementing models in a front office C++ library (C++11+), not just using implementations from other teams Familiarity with Python, Excel , and version control systems (e.g. More ❯
What We’re Looking For Strong front office quant background, with deep expertise in interest rates, yield curve calibration , and classical quantitative finance (stochastic calculus, PDEs, no-arbitrage valuation, numericalanalysis) Proven experience implementing models in a front office C++ library (C++11+), not just using implementations from other teams Familiarity with Python, Excel , and version control systems (e.g. More ❯
Islington, London, United Kingdom Hybrid / WFH Options
Captify Australia
individual who is filled with motivation and high energy that will light up the team pushing us to our goals. This role combines elements of commercial thinking, excellent communication, numericalanalysis and multi-tasking. You will have experience in the media sector. KEY RESPONSIBILITIES What you'll be doing: Proactively identify market trends by researching current press and More ❯