26 to 32 of 32 Probability Theory Jobs in England

Quantitative Analyst / Quantitative Programmer, Global Asset Manager

Location
Greater London, England, United Kingdom
Computer Science, Economics or Financial Engineering. 3–5 years as a quantitative analyst/programmer in asset management or investment banking. Strong grounding in probability theory, stochastic calculus and statistical inference. Experience across liquid and illiquid assets, asset allocation and portfolio optimisation. Practical exposure to bond pricing, stochastic ...

Financial Engineer

Location
Greater London, England, United Kingdom
banks and multi-strategy hedge funds. Who will love this job A scientist – you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics An engineer – who has a passion for computer science, system performance, clean code and architecture with an owner mentality ...

XVA Quant Analyst – AVP (Hybrid, Front Office)

Location
Greater London, England, United Kingdom
functionality that cuts across asset classes. What you will do Create and support analytics for Markets Front Office XVA across multiple asset classes using probability theory, financial mathematics, and numerical techniques. Implement these analytics in C++, also using Python. Support trading desks. Collaborate closely with other MQA teams. ...

Quant Model Risk Associate - Rates

Location
Greater London, England, United Kingdom
Valuation Control Groups and provide guidance on model risk Evaluates model performance on a regular basis Required qualifications, capabilities, and skills Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis MSc, PhD or equivalent in a quantitative discipline Inquisitive nature, ability to ask right … questions and elevate issues Excellent communication skills (written and verbal) Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives) Good coding skills, for example in C/C++ or Python Preferred qualifications, capabilities, and skills The following additional items will be considered ...

Quant Model Risk Senior Associate/Vice President - Rates

Hiring Organisation
JP Morgan Chase
Location
London, UK
Employment Type
Full-time
encouraged to apply to be considered for this role.5+ years of experience in a FO or model risk quantitative role. Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysisMSc, PhD or equivalent in a quantitative disciplineInquisitive nature, ability to ask right questions and escalate … issuesExcellent communication skills (written and verbal)Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives)Good coding skills, for example in C/C++ or PythonPreferred qualifications, capabilities, and skillsThe following additional items will be considered but are not required for this roleExperience with ...

Quant Model Risk Senior Associate/Vice President - Rates

Location
Greater London, England, United Kingdom
junior members of the team Required qualifications, capabilities, and skills 5+ years of experience in a FO or model risk quantitative role Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis MSc, PhD or equivalent in a quantitative discipline Inquisitive nature, ability … right questions and escalate issues Excellent communication skills (written and verbal) Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives) Good coding skills, for example in C/C++ or Python Preferred qualifications, capabilities, and skills Experience with interest rates derivatives #J-18808-Ljbffr ...

VP, Cross-Asset XVA Quant Analyst

Location
Greater London, England, United Kingdom
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 ...