City, London, United Kingdom Hybrid/Remote Options
Reed Talent Solutions
Skills & Qualifications: Front Office experience in a financial institution. Strong programming skills in C++, SQL, C#, and VBA. Python is also desirable. Solid foundation in numerical methods, including MonteCarlo simulations and optimization algorithms. Experience with distributed computing & inter-process communication. Proficiency in multi-threaded programming. Familiarity with Microsoft Office, VC++, VBA, SQL, Access, Oracle. Knowledge More ❯
London, South East, England, United Kingdom Hybrid/Remote Options
Reed
optimisation initiatives using advanced modelling techniques (e.g., AAD, Machine Learning). Candidate Profile Essential Skills & Experience: Strong programming skills in C++. Solid understanding of numerical methods such as MonteCarlo simulations and optimisation algorithms. Experience with: Distributed computing and inter-process communication Multi-threading programming Microsoft Office, VC++, VBA SQL databases (Access, Oracle) Web technologies (XML More ❯
Central London, London, England, United Kingdom Hybrid/Remote Options
Reed
Skills & Qualifications: Front office experience in a financial institution. Strong programming skills in C++, SQL, C#, and VBA. Python is also desirable. Solid foundation in numerical methods, including MonteCarlo simulations and optimization algorithms. Experience with distributed computing & inter-process communication. Proficiency in multi-threaded programming. Familiarity with Microsoft Office, VC++, VBA, SQL, Access, Oracle. Knowledge More ❯
Employment Type: Full-Time
Salary: £70,000 - £112,000 per annum, Inc benefits
required: 3+ years' experience within predictive modelling, machine learning, and probability theory. Ideally this would be within sports or gaming/betting industries. Understanding of techniques such as MonteCarlosimulation, Bayesian modelling, GLMs, mixed effects models, time series forecasting etc Strong programming ability, preferably in Python SQL and relational databases The company offer some great More ❯
Develop and maintain Python pricing and risk libraries covering vanilla and structured options across commodities and equities. Implement and calibrate models such as Black-Scholes, Heston, SABR, and MonteCarlo-based approaches for structured instruments (APOs, CSOs, ULDs, P1X). Design and maintain volatility surface calibration workflows, including interpolation, extrapolation, and smoothing. Collaborate with quantitative researchers More ❯