|
3 Stochastic Calculus Jobs in England with Remote Work Options
London Area, United Kingdom Hybrid / WFH Options Mizuho
and SABR. • Experience/knowledge of FRTB, IRRBB and Risk Models such as Value-at-Risk (VaR) and Stress methodologies.. • Strong mathematical background covering stochastic calculus, 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
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 »
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 »
|
Salary Guide Stochastic Calculus England - 25th Percentile
- £81,250
- Median
- £87,500
- 75th Percentile
- £115,625
- 90th Percentile
- £128,750
|