18 of 18 Monte Carlo Method Jobs

layer: new business units, platforms, use cases, and stakeholders. Build technical champions. Identify and develop the advocates inside each account who will carry Monte Carlo into the next budget cycle, platform migration, or executive review. Run briefings, workshops, and architecture reviews that position our platform … infrastructure. Drive POVs that convert. When an account wants to extend Monte Carlo into a new platform, region, or team, you design the proof of value, set success criteria, and deliver a result that accelerates the commercial close. Own technical account strategy. Map the whitespace ...

Trading Systems Architecture Architect end-to-end front-to-back trading workflows, from deal capture and position management through risk analytics (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, invoicing, confirmations and regulatory reporting (REMIT, EMIR, MiFID II, ACER). Design and govern … Proven track record of defining and delivering enterprise-level architecture for front-to-back trading platforms, including trade capture, risk management (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, confirmations and regulatory reporting. Expert understanding of integration architecture in high-performance trading environments including ...

adjustments (CVA and FVA), which are critical to the bank's risk management and pricing strategies, and develops and maintains a large-scale Monte-Carlo engine using advanced numerical and computational techniques, including Adjoint Analytic Differentiation (AAD). As an experienced Vice President in the Quantitative … promoten business, promoting change through state-of-the-art AI and machine learning techniques. Job Responsibilities: Design, develop, and enhance our large-scale Monte Carlo simulation engine used for computing Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA) across the firm's derivatives portfolio. Implement ...

which are critical to the bank's risk management and pricing strategies. The group develops and maintains a large-scale Monte-Carlo engine in order to effectively manage these adjustments. Advanced numerical and computational techniques are used to achieve this including the use of Adjoint Analytic … grade solutions. As such, a strong quantitative background is not a key requirement for this role. Design, develop, and enhance our large-scale Monte Carlo simulation engine used for computing Credit Valuation Adjustment (CVA) and Funding Valuation Adjustment (FVA) across the firm's derivatives portfolio. Implement ...

Responsibilities : · Risk Identification: Proactively identify and assess potential project risks through engaging workshops and team discussions. · Risk Analysis: Conduct quantitative risk analysis using Monte Carlo simulation and reference class forecasting to inform decision-making. · Mitigation Planning: Develop and recommend strategies to minimise risk impact, seamlessly integrating … major infrastructure projects. · In-depth knowledge of project risk management principles, frameworks, and methodologies. · Proficiency in conducting bottom-up quantitative risk analysis, including Monte Carlo simulation and top-down techniques. · Familiarity with project risk management software (e.g., Primavera, Palisade). · Strong analytical skills that drive data ...

Responsibilities : · Risk Identification: Proactively identify and assess potential project risks through engaging workshops and team discussions. · Risk Analysis: Conduct quantitative risk analysis using Monte Carlo simulation and reference class forecasting to inform decision-making. · Mitigation Planning: Develop and recommend strategies to minimise risk impact, seamlessly integrating … major infrastructure projects. · In-depth knowledge of project risk management principles, frameworks, and methodologies. · Proficiency in conducting bottom-up quantitative risk analysis, including Monte Carlo simulation and top-down techniques. · Familiarity with project risk management software (e.g., Primavera, Palisade). · Strong analytical skills that drive data ...

building analytics for the Credit Portfolio Group and collaborating with traders, marketers and risk managers. The role emphasizes hands-on development of scalable Monte Carlo simulations for CVA/FVA, advanced numerical methods, and robust production-grade software. #J-18808-Ljbffr ...

code basics (Terraform) Streaming and big data exposure (Kafka, Kinesis, Spark, Flink) is a plus Data quality and observability tooling (Great Expectations, Monte Carlo, Soda, dbt tests) is a plus Engineering & Soft Skills: Strong software engineering discipline—pipelines are products, not scripts Data quality mindset ...

Python skills and experience working in modern cloud-based data environments. Hands-on experience with data observability tools such as Grafana, Monte Carlo, or Acceldata, and data governance/quality platforms like Informatica, Collibra or Microsoft Purview is highly desirable. Experience within the Azure ecosystem (data ...

permanent. What You'll Do: Build and maintain scalable data pipelines for BigQuery using Cloud Composer and Airflow; Provide observability and monitoring using Monte Carlo and Looker as well as operational tools such as NewRelic and Splunk, driving reliability, data quality, data quality and robustness; Build ...

skills Cloud: GCP Warehousing: BigQuery/Snowflake Orchestration: Airflow Backend: Python, SQL, Shell Languages: Scala/Java DevOps: Terraform, Docker, Kubernetes Observability: Monte Carlo BI: Looker AI/ML: MLOps London | 12 Months Contract |£400 a day Inside IR35 If you want to work ...

clear SLOs/SLA, observability, reliability engineering practices, and tight integration into trading/risk platforms. Provide technical leadership and mentorship; conduct code/method reviews, establish research engineering best practices (testing, CI/CD, reproducibility), and develop team capability. Communicate complex quantitative concepts to non‐technical audiences; influence … curve building (multi‐curve frameworks), volatility surface modelling/calibration (e.g., SABR, Heston, local/stochastic volatility), and numerical methods (PDE/FDM, Monte Carlo, adjoint/automatic differentiation). Experience with market risk, time‐series/stress analytics, model risk governance, and regulatory expectations ...

Staff Data Engineer or in an equivalent technical leadership role in data quality, observability, or governance.Deep knowledge of data observability frameworks (Monte Carlo, Soda, or equivalent) and data validation tools (Great Expectations, DBT tests, etc.).Deep understanding of data-as-a-product principles and experience applying ...

sell‐side or buy‐side institution in a front office quantitative role Exceptional quant/analytical skills – knowledge of advanced pricing techniques (Monte Carlo, prepayment modelling and scenario engines), asset pricing theory, probability theory, and cash flow/bond maths (e.g. OAS calculations) Experience designing, coding ...

Responsibilities Greenfield Ownership: Design, code, calibrate, and roll out pricing and risk frameworks for complex OTC derivatives from scratch. Numerical Frameworks: Implement robust Monte Carlo methods, Tree/lattice methods, and PDE approaches. Curve Engineering: Manage multi-curve setups, sophisticated interpolation, and bootstrapping frameworks. Deep Validation ...

Products: Strong OTC derivatives expertise, specifically with variance swaps, volatility swaps, and knocking knockouts. Execution: Proven ability to implement advanced numerical methods (e.g., Monte Carlo) and hit the ground running. Apply If you are a senior quant engineer who can translate complex math into high-performance ...

Monte Carlo is seeking a seasoned pre‐sales leader to own the technical sales cycle for expansion within strategic accounts across the EMEA region. You will partner with Strategic Account Executives to convert deployed usage into larger, multi‐year commitments. This role requires navigating complex procurement ...

Kanban and flow‐based delivery management . Experience using delivery metrics including WIP, lead time, cycle time and throughput analysis. Practical application of Monte Carlo forecasting and confidence‐based planning techniques. Experience using Jira, Actionable Agile or similar tooling for forecasting and delivery insight. Coaching teams ...