1 to 13 of 13 Monte Carlo Method Jobs

asset classes will be considered (eg Rates). Expert knowledge of risk and understanding of the application of complex mathematical concepts related to Monte Carlo, options pricing and time series analysis. Experience in counterparty risk and PFE/XVA frameworks using commodities factor-based approaches and more »

and skills Prior working experience in the financial services industry (preferably in a quant developer role). Exposure to derivative pricing models and Monte Carlo simulations (preferably across a range of asset classes) is a plus. Programming skills in Python. Proficiency in C++, Java or C# more »

deliver the relevant components for the reporting solution including all risk measures and limit management components and incremental impact of new deals using Monte Carlo simulation. Be an interface between Risk managers, Counterparty Credit Risk Modelling and FO teams to collate all requirements and ensuring that more »

/C#/F#, and increasingly a proficient level of Python, Excel and LaTeX. A working knowledge of numerical methods and related topics (Monte Carlo and Historical simulation, time series models, applied statistics/probability/econometrics etc.) is key. Market Risk Models Skillset: Familiarity with … Fundamental Review of the Trading Book (FRTB). Counterparty Credit Risk (CCR) Models Skillset: Familiarity with model regulation, e.g. the standardised and Internal Model Method (IMM) that the bank can use to manage CCR and its associated capital requirements. Familiarity with the closely-related models, e.g. SIMM or XVA more »

simply across disciplines. AND - Practical experience in one or more computational engineering fields such as finite element analysis (FEA), computational fluid mechanics (CFD), Monte-Carlo methods or computational electromagnetics. - Experience running and controlling simulations from the command line using software specific scripting languages or other scripting more »

trading desk 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 more »

and curve hierarchy. Clear understanding of the risk profiles of cross-currency swaps and vanilla options. Experience in modifying valuation methods such as Monte Carlo, PDE or tree. If you’re interested and feel your experience could be a good fit, please apply by attaching your more »

choice of interpolation, choice of instruments, curve hierarchy, etc. Good understanding of risk profiles of Xccy swaps, vanilla options. Experience in changing valuation Monte Carlo, PDE, tree or numerical integration PhD or Masters in a Scientific Discipline (Hybrid working - 3 days in Office more »

Liaise directly with the client to showcase your work. Full autonomy on projects where your ideas will be implemented. Experience Required: Experience with Monte Carlo Simulation, data interpretation and hyperparameter tuning. R and Python coding experience. Understand DevOps and containerisation platforms such as Docker. Sports industry more »

casino management systems working with cutting edge technology with this field. We provide the platforms that run the leading casinos and resorts from Monte Carlo to Mendoza, Santiago to Stockholm, Manila to Marrakesh and Saigon to Salford. Playtech is an equal opportunities employer. Our mission is more »

casino management systems working with cutting edge technology with this field. We provide the platforms that run the leading casinos and resorts from Monte Carlo to Mendoza, Santiago to Stockholm, Manila to Marrakesh and Saigon to Salford. Playtech is an equal opportunities employer. Our mission is more »

My client is a global, tier-1 investment bank, with a leading FX business. They are hiring for an FX (options) Quantitative Analyst, bringing your skills in mathematics, modelling, problem solving and programming to their FX Options Quant team. What more »

of experience and unrivalled expertise in land-based casino management systems. We provide the platforms that run the leading casinos and resorts from Monte Carlo to Mendoza, Santiago to Stockholm, Manila to Marrakesh and Saigon to Salford. Playtech is an equal opportunities employer. Our mission is more »