1 of 1 Probability Theory Jobs in West End of London

will provide advanced modelling solutions to the Fixed Income business. Your work will combine deep mathematical rigour stochastic calculus, PDEs, numerical methods and the theory of the term structure with solid software engineering to deliver best-in-class pricing, risk and hedging models to the trading desk. … mathematics, physics, engineering, statistics or a closely related quantitative discipline, with demonstrable strength in advanced mathematics Strong command of stochastic calculus, probability theory, numerical analysis and PDE/Monte Carlo techniques as applied to derivatives pricing and risk Solid understanding of fixed income analytics and risk term-structure ...