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7 Stochastic Calculus Jobs in London
London Area, United Kingdom The JM Longbridge Group
understanding and implementing derivative models and risk management procedures for various asset classes including Equity, FX, Rates, Credit. You will have an understanding of stochastic calculus and basic asset pricing, and experience of coding, writing models in C++, C# and/or Python. You must have experience of more »
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 »
London Area, United Kingdom Miryco Consultants Ltd
Risk IT • Advanced programming skills in C# (preferred) or C++ • Excellent derivatives understanding, particularly in Rates, or FX models, & hedging • Familiar with Capital Regulations • Stochastic calculus, e.g. brownian motion; algorithm complexity; CVA estimates • PhD or MSc in a hard science or engineering discipline Location: London Salary 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 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 »
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 »
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 »
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Salary Guide Stochastic Calculus London - 25th Percentile
- £81,250
- Median
- £87,500
- 75th Percentile
- £115,625
- 90th Percentile
- £128,750
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