of data scientists and sports analysts, as well as having the freedom to explore and develop individual ideas. Requirements 3+ years of experience in predictive modelling, machine learning, and probabilitytheory, preferably in the sports or gaming/betting industries. Familiarity with techniques such as Monte Carlo simulation, Bayesian modelling, mixed effects models, Kalman filters, GLMs, and time More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Harrington Starr
of data scientists and sports analysts, as well as having the freedom to explore and develop individual ideas. Requirements 3+ years of experience in predictive modelling, machine learning, and probabilitytheory, preferably in the sports or gaming/betting industries. Familiarity with techniques such as Monte Carlo simulation, Bayesian modelling, mixed effects models, Kalman filters, GLMs, and time More ❯
re looking for: A 1st class mathematics-based degree from a top university or a 2:1 from Oxbridge A solid understanding of the fundamentals of statistical prediction and probabilitytheory including, for example, an in-depth knowledge of regression and model fitting Intellectual curiosity, creativity and confidence to try new approaches Excellent problem solving and communication skills More ❯
machine learning models3+ years of experience as a data scientist, quantitative researcher, quantitative analyst or another relevant roleDegree in Applied Mathematics, Computer Science, Financial Engineering, Technology or EngineeringKnowledge of probabilitytheory, inferential statistics, machine learning, Bayesian statistics, linear algebra, and numerical methodsExperience with statistical and machine learning models, such as regression-based models (e.g., logistic regression, linear regression More ❯
problems. At least 3+ years of experience as a data scientist, quantitative researcher, or similar role. Degree in Applied Mathematics, Computer Science, Financial Engineering, Technology, or Engineering. Knowledge of probabilitytheory, inferential statistics, machine learning, Bayesian statistics, linear algebra, and numerical methods. Experience with models like regression, tree-based models, support vector machines, PCA, clustering, matrix factorization, deep More ❯
3+ years of experience as a data scientist, quantitative researcher, quantitative analyst or another relevant role Degree in Applied Mathematics, Computer Science, Financial Engineering, Technology or Engineering Knowledge of probabilitytheory, inferential statistics, machine learning, Bayesian statistics, linear algebra, and numerical methods Experience with statistical and machine learning models, such as regression-based models (e.g., logistic regression, linear More ❯
models Requirements What we're looking for: A 1st class degree from a top university or a 2:1 from Oxbridge. A Masters level degree in either Statistics or Probability Theory. Intellectual curiosity, creativity and confidence to try new approaches. Excellent problem solving and communication skills. An interest in sports or competitive games. Work on cutting-edge systems in More ❯
Global Quantitative Research team to spearhead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management. Leverage your strong background in stochastic calculus and probabilitytheory to develop robust models, and translate them into efficient, production-grade C++ code integrated into our core quantitative library. Collaborate across business lines, including Clearing, Exchange, and … both research needs and operational demands. Knowledge and Experience Master's or PhD degree in Computer Science, Mathematics, Statistics, or a related field. Expertise in advanced mathematics (stochastic calculus, probabilitytheory) Exceptional quantitative and analytical skills. Extensive experience in C++ and Python Strong verbal and written communication skills in English. Preferred Work experience in options pricing theoryMore ❯
Global Quantitative Research team to lead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management. Utilize your strong background in stochastic calculus and probabilitytheory to develop robust models and translate them into efficient, production-grade C++ code integrated into our core quantitative library. Collaborate across business lines, including Clearing, Exchange, and … meet research and operational needs. Knowledge and Experience Master's or PhD in Computer Science, Mathematics, Statistics, or related fields. Expertise in advanced mathematics such as stochastic calculus and probability theory. Exceptional quantitative and analytical skills. Extensive experience with C++ and Python. Strong verbal and written communication skills in English. Preferred Experience in options pricing theory. Experience in Data More ❯
concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, stochastic calculus and probabilitytheory is preferred . Responsibilities Drive clearing house margin, stress and collateral management models R&D. Define business requirements and specifications for model upgrades and enhancements. Build models … of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models preferred Preferred Strong C++ knowledge Work experience in options pricing theory Work experience in Data Analytics and Machine Learning 1 Years of experience in a related field. #J-18808-Ljbffr More ❯
you will need: A 1st class mathematics-based degree from a top university or a 2:1 from Oxbridge A solid understanding of the fundamentals of statistical prediction and probabilitytheory including, for example, an in-depth knowledge of regression and model fitting Intellectual curiosity, creativity and confidence to try new approaches An interest in sports or competitive More ❯
the reporting estate for the Product teams. Person Profile Strong applied statistics, including experimental design and analysis, cross-sectional and time-series data analysis techniques, and familiarity with regular probabilitytheory and concepts. Strong skills in R or Python, or similar open-source data manipulation and analysis tools. Strong data and analytical skills, including the ability to identify More ❯
team working on important XVA functionality that cuts across asset classes. What you will do Create and support analytics for Markets Front Office XVA across multiple asset classes using probabilitytheory, financial mathematics, and numerical techniques. Implement these analytics in C++, also using Python. Support trading desks. Collaborate closely with other MQA teams. Work in partnership with control More ❯
fast-paced environment of real-time Market pressures and easily remain focused on client needs You demonstrate quantitative and problem-solving skills as well as research skills; excellence in probabilitytheory and numerical analysis You demonstrate proficiency in codedesign and programming skills, with primary focus on Python and C++ You quickly grasp business concepts outside immediate area of More ❯
credit risk models Derivatives pricing models Optional: Capital models (Economic/Regulatory) Corporate credit risk models (IRB, PD/LGD/EAD) Competencies: Essential: Good background in Math and Probabilitytheory - applied to finance. Good knowledge of Data Science and Statistical inference techniques. Good understanding of financial products. Good programming level in Python or R or equivalent. Good More ❯
you think you're a good fit! General technical requirements: BSc, MSc, or PhD in Mathematics, Statistics, Computer Science, Engineering, Operations Research, Econometrics, or related fields Strong knowledge of ProbabilityTheory, Statistics, and a deep understanding of the Mathematics behind Machine Learning Proficiency with CRISP-ML(Q) or TDSP methodologies for addressing commercial problems through data science or More ❯
on model risk and usage. Maintain model risk control apparatus and serve as the first point of contact for the coverage area. Required Qualifications, Capabilities, and Skills Excellence in probabilitytheory, stochastic processes, statistics, and numerical analysis. Strong understanding of option pricing theory and quantitative models for derivatives. Experience with Monte Carlo and numerical methods. Strong analytical More ❯
Statistics, or related STEM field from top ranked University Expert in Python (KDB/Q is a plus) Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probabilitytheory Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts Preferred Experience: 3+ years of experience working in a systematic More ❯
tools Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University Proficient in quantitative analysis, mathematical modelling, statistics, regression, and probabilitytheory Proficient in professional software development methodologies, version control systems, unit testing and debugging tools, and micro-services architecture Excellent communication, problem-solving, and analytical skills, with the More ❯
tools Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University Proficient in quantitative analysis, mathematical modelling, statistics, regression, and probabilitytheory Proficient in professional software development methodologies, version control systems, unit testing and debugging tools, and micro-services architecture Excellent communication, problem-solving, and analytical skills, with the More ❯
Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Advanced Python coding skills Experience and advanced knowledge of statistics/probability theory. Quant Trader Track Experience in market making, including signal design and HFT/MFT strategy Quant Research Track Experience in developing machine learning algorithms, building automated pipelines for More ❯
in a Linux environment. Desirable Skills History of performance testing and benchmarking using tools such as perf and valgrind Comfortable exploring compiler assembly output Knowledge of statistical modelling and probabilitytheory Interested in sports Familiarity with sport betting Why Join Be part of a leading company in the gaming and gambling industry. Work on cutting-edge technology and More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Firinne Solutions
in a Linux environment. Desirable Skills History of performance testing and benchmarking using tools such as perf and valgrind Comfortable exploring compiler assembly output Knowledge of statistical modelling and probabilitytheory Interested in sports Familiarity with sport betting Why Join Be part of a leading company in the gaming and gambling industry. Work on cutting-edge technology and More ❯
London, England, United Kingdom Hybrid / WFH Options
JR United Kingdom
Comfortable working in a Linux environment. History of performance testing and benchmarking using tools such as perf and valgrind Comfortable exploring compiler assembly output Knowledge of statistical modelling and probabilitytheory Interested in sports Familiarity with sport betting Why Join Be part of a leading company in the gaming and gambling industry. Work on cutting-edge technology and More ❯
London, England, United Kingdom Hybrid / WFH Options
Push Gaming
our own high standards. Requirements: Solid experience in slot game mathematics University Degree in Mathematics or other numerate discipline such as Statistics, Physics or Engineering. Good knowledge of Combinatorics, ProbabilityTheory and Quantitative Analysis. Good knowledge of Microsoft Excel Good knowledge of programming Attention to detail Well organised Team player Fluency in English Nice to have: OOP experience More ❯