26 to 50 of 69 Monte Carlo Method Jobs in London

varying formats and resolutions. Model Serving and Deployment Build serving infrastructure for pre-trained LPMs, supporting both zero‐shot inference and uncertainty quantification (Monte Carlo Dropout). Design and implement model packaging pipelines for customer deployment. Models must run reliably in customer environments with fine‐tuning ...

varying formats and resolutions. Model Serving and Deployment Build serving infrastructure for pre-trained LPMs, supporting both zero-shot inference and uncertainty quantification (Monte Carlo Dropout). Design and implement model packaging pipelines for customer deployment. Models must run reliably in customer environments with fine-tuning ...

research organisation Nice to Have Knowledge of NMR spectroscopy and associated data processing pipelines Familiarity with simulation techniques such as molecular dynamics or Monte Carlo approaches, as well as an understanding of statistical mechanics and complex systems Ability to use HPC and/or cloud computing ...

Python, kdb, Structured Query Language (SQL), mathematical finance/programming and statistics and probability Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers Collaborate closely with Traders, Structurers, and technology professionals. Work in close partnership with control functions ...

design, Python, kdb, Structured Query Language (SQL), mathematical finance/programming and statistics and probabilityDevelop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solversCollaborate closely with Traders, Structurers, and technology professionals. Work in close partnership with control functions such ...

curves, volatility surfaces, and interest rate volatility cubes (live/intraday data experience preferred) Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred Why TS Imagine/Benefits Please note : This role requires applicants to be based ...

model and reason about correctness.It’s a bonus if you are familiar withFX or financial markets experienceTerm structure modelling, stochastic calculus or Monte Carlo methodsInterest rate curve bootstrappingAlgorithmic execution experienceData lake or warehouse experience (Snowflake, Iceberg, Spark etc.)A product mindset - you think about who uses ...

calculus, development including C++, Python, JavaScript React, mathematical finance/programming and statistics and probabilityDevelop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solversCollaborate closely with Traders, Structurers, and technology professionalsWork in close partnership with control functions such ...

curve frameworks and stochastic volatility models. Strong knowledge of Credit and Inflation derivatives valuation. Solid understanding of model calibration techniques and numerical methods (Monte Carlo, PDE, lattice methods, adjoint differentiation methods, etc.). Strong programming skills in C++ (object-oriented design, STL, performance considerations). Good ...

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 ...

currency), inflation curves, volatility surfaces, and interest rate volatility cubes (preferably live or intraday) Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred Why TS Imagine/Benefits Please note : This role requires applicants to be based ...

Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. What We’ll Provide You 27 days annual leave (plus bank holidays) A discretional annual ...

Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. What we'll provide you27 days annual leave (plus bank holidays)A discretional annual performance ...

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 ...

C++ and Python and support trading desks in a hybrid setup. The role requires MSc/PhD in a quantitative field, strong Monte Carlo knowledge, and clear communication. Collaboration with IT, Risk and Trading stakeholders is expected, with a competitive base salary and benefits. #J ...

C++ and Python, collaborating with MQA teams and control functions in a fast-moving financial environment. The role emphasizes strong quantitative skills, Monte Carlo methods, and clear communication. A Master’s or PhD in a quantitative field is preferred, with hybrid work up to two days ...

join the Central XVA team in London. You will build innovative XVA analytics across asset classes, applying probability theory, numerical methods, and Monte Carlo simulations. The role involves implementing solutions mainly in C++ and Python, with close collaboration to trading desks and control functions. The ideal ...

impact.The Role • Working individually and with developers to create, develop and implement complex pricing and risk models. • 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 and Experience • Experience ...

Risk Analytics, Financial Risk, Quantifi, Axiom, |Broadridge, Charles River, MUREX, Algorithmics, Numerix, Sophis , Fidessa Black Scholes, Quant, Financial Engineer, C++, R, C, SQL, Monte Carlo, Modelling, Quantitative ...

libraries that support real‐time pricing and risk management for FX Options products. Design and implement quantitative pricing models using numerical techniques including Monte Carlo methods and partial differential equation solvers. Develop production software using C++ and Python, applying object‐oriented design principles and performance optimisation ...

comparable quantitative modelling role in the financial sector, especially in XVA, is valuable. Knowledge of financial products and related quantitative methods, especially Monte Carlo simulation. Clear and concise written and verbal communication skills. An MSc or PhD degree in a quantitative subject. Skill in programming, preferably ...

advanced calculus, C++, object‐oriented design, Python, mathematical finance, statistics, probability and Machine Learning Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers Build a culture of responsible finance, good governance and supervision, expense discipline and ethics Appropriately ...

after skill sets. Key words: Data Scientist, Algorithm Developer, Equity Research, Investments, Quantitative Research, Bayesian Statistics, Mathematics, Computer Science, Analytical Algorithms, Python. C++, Monte Carlo. ...

expertise in financial risk modelling and play a leading role in shaping a strategically important capability for the Group., Direct experience of Internal Model Method (IMM) development and/or regulatory approval activities is essential for this role. The role will involve leading modelling workstreams, influencing senior stakeholders, shaping … Technology and Front Office teams to deliver strategic modelling solutions. Mentor and support junior modelling colleagues. Skills and Experience Direct experience of Internal Model Method (IMM) development and/or regulatory approval activities within a banking environment, including knowledge of Basel Counterparty Credit Risk regulations and IMM requirements. Strong ...

Date Saturday 26 September 2026 Salary Range £122,009 - £143,540 Title: Senior Manager - Internal Model Method (IMM) Location: London HOURS: Full-time WORKING PATTERN: Our work style is hybrid, which involves spending at least two days per week, or 40% of our time, at one of our office … Technology and Front Office teams to deliver strategic modelling solutions. Mentor and support junior modelling colleagues. Essential skills & experience: Direct experience of Internal Model Method (IMM) development and/or regulatory approval activities within a banking environment, including knowledge of Basel Counterparty Credit Risk regulations and IMM requirements. Strong ...