2 of 2 Monte Carlo Method Jobs in the East of England

strong focus on quantitative analysis and modelling. Deep understanding and hands-on experience in pricing complex option structures and building financial models (e.g., Monte Carlo simulations, multifactor models, stochastic volatility models). Exceptional analytical and problem-solving skills, coupled with a strong grasp of programming and … Experience: Passion for energy markets and quantitative analysis. A proactive approach to problem-solving and innovation. Role Responsibilities: Develop and implement models for Monte Carlo simulation, price path simulation, multifactor models, and other advanced quantitative methods. Price complex option structures and provide expertise in gas storage More ❯

methods, support vector machines, probabilistic/statistical models, neural networks, Bayesian inference, random-forests, novelty detection, clustering Deep Learning e.g. Deep reinforcement learning, Monte-Carlo tree search, deep regression/classification, deep embeddings, recurrent Networks, natural language processing Computer Vision algorithms e.g. Structure from motion, image More ❯