16 Stochastic Calculus Jobs

plus: understanding of markets and financial derivatives in equities, interest rate, and commodity products. Background in Financial mathematics is a plus: derivatives pricing models, stochastic calculus, statistics and probability theory, linear algebra. Technical Skills: Proficiency in Java (preferred) or another object-oriented language is required, including effective application more »

/or scientific computing. Financial products: understanding of markets and financial derivatives in equities, interest rate, and commodity products. Financial mathematics: derivatives pricing models, stochastic calculus, statistics and probability theory, linear algebra. Responsibilities This role is responsible for one or more functions within Quantitative Risk Management (QRM) who more »

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 »

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 »

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 »

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 »

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 »

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 »

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 »

Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochastic calculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »

Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochastic calculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »

Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochastic calculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »

Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochastic calculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »

Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochastic calculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »

Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochastic calculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »

Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochastic calculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »