51 to 75 of 84 Monte Carlo Method Jobs

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 ...

profiling, resource/performance diagnostics). Solid understanding of derivatives pricing across asset classes (rates, FX, credit, equity) and the underlying numerical methods (Monte Carlo, PDE/finite-difference). Experience with market and CCR (e.g. xVA, sensitivities/Greeks, VaR/expected shortfall). Experience ...

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 ...

delivery of formal & informal technical training.Financial Engineers MUST have:Experience with MUREX, Algorithmics, Sophis , Fidessa or similar financial vendor implementation (could be Monte Modelling)C++ or JavaExperience of DerivativesFinancial engineering skillsMSc or PhD in Physics, Comp Sci, MathsWe would consider an experience Pre Sales candidate as well.This … send your most recent cv to applications@www.quant-capital.co.uk or Call James on +44 203 757 8484Quant, Financial Engineer, C++, R, C, SQL, Monte Carlo, Modelling ...

statistical inference. Experience across liquid and illiquid assets, asset allocation and portfolio optimisation. Practical exposure to bond pricing, stochastic volatility modelling and Monte Carlo simulations. Proficient in time‐series analysis, econometrics and factor‐based modelling. Advanced Python (numpy, pandas) with production deployment experience. C++ highly valued ...

within the Cadence Virtuoso environment. Manage and support simulation frameworks using tools such as Spectre, ADE, and Maestro, including setup of corner libraries, Monte Carlo, and process variation analyses. Own and maintain physical verification flows, including LVS, DRC, PERC, and ERC, ensuring clean sign ...

design and implement robust, high-performance quantitative libraries. Good working knowledge of SQL, C# and VBA. Sound understanding of numerical methods, including Monte Carlo simulation and optimisation algorithms. Experience of, or strong interest in, distributed computing and inter-process communication. Experience of multi-threaded programming. Familiarity ...

Experience Strong background in safety-critical verification and validation. Understanding of advanced software verification and testing methodologies, such as automated testing, fuzz testing, Monte Carlo simulation, fault injection, or other techniques used to validate the robustness and safety of complex embedded systems. Experience working within regulated ...

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 ...

relevant quantitative finance role. Interest Rate experience (may not be derivs)Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Experience in coding in C++ or R potentially CPrevious experience of regulatory interaction ...

Algorithmics or Numerix would be highly regarded. My client is based in LondonQuantitative, Risk, Risk Analysis, VAR, FX, Fixed Income, .NET SQL, C++, Monte Carlo, Credit Risk, Liquidity Risk ...

impact. The RoleWorking 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 ExperienceExperience in financial ...

experts. The RoleWorking 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 ExperienceMinimum ...

individually and with developers to create, develop and implement complex pricing and risk models. Yield Curve modellingOptions ValuationsUse 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 ExperienceMinimum ...

commodities, energy, freight, weather, insurance-linked or other physically-grounded markets is directly relevant, though not required.Fluency in Python, and comfort with Monte Carlo methods and uncertainty quantification.The temperament to state an assumption, own it, and change it when the evidence moves.Prior exposure to compute ...

experience in understanding the associated Term-Sheets. Basic knowledge of stochastic calculus, main models used within derivatives pricing and numerical techniques such as Monte Carlo and Finite Difference. Strong Python coding skills, with focus on system design. Experience with C++.J.P. Morgan is a global leader ...

product forward and help millions of kids and teens build good financial habits. Key technologies are BigQuery, Dataform, Tableau, Veezoo, Amplitude and Monte Carlo. This role is based in our London office, with the flexibility to work remotely provided you are willing to travel to London when needed. ...

algorithms and component models supplied by engineering teams Correlate models against component, ground and flight-test data Provide simulation environments supporting MIL, Monte Carlo analysis, HIL and distributed simulation, including integration with system-of-systems analysis tools Requirements Modelling and simulation experience in aerospace, including evidence ...

productivity within the Cadence Virtuoso environment.Manage and support simulation frameworks using tools such as Spectre, ADE, and Maestro, including setup of corner libraries, Monte Carlo, and process variation analyses.Own and maintain physical verification flows, including LVS, DRC, PERC, and ERC, ensuring clean sign ...

Central XVA team. You will build analytics for cross-asset XVA functionality and support trading desks, controls, and international clients. Role emphasizes Monte Carlo methods, probability theory, and numerical techniques, with strong C++ and Python programming, and collaboration across MQA and control functions. #J-18808-Ljbffr ...

Compute Markets. You will build pricing models for forward and structured transactions on compute capacity, using first principles in data-sparse environments and Monte Carlo methods. You will collaborate with trading, risk and leadership to shape transaction structures. Requirements include ...

with developers to create, develop and implement complex pricing and risk models for fixed income products. 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 ExperienceMinimum of 5 years ...

individually and with developers to create, develop and implement complex pricing and risk models for multi asset productsUse stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis.Develop production-ready code using object-orientated programmingSkills and ExperienceMinimum of 5 years’ experience ...