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 ❯
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 ❯
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 ❯
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 ❯
Data Scientist in IT companies. Proficiency in SQL (BigQuery experience is a plus). Solid Python knowledge (pandas, numpy at least intermediate level). Strong knowledge of statistics and probability theory. Experience with A/B testing analysis. Experience building analytical models. Understanding of cohort analysis approaches. Analytical thinking - you process complex models and critically evaluate information. High energy 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 ❯
PyTorch or JAX. Familiar with deep learning fundamentals: models, optimisation, evaluation and scaling. Capable of designing, executing and reporting from ML experiments. Mathematics skills to support the above: calculus, probabilitytheory and linear algebra. Desirable Experience in one or more of: distributed computing, efficient computing based on low-precision arithmetic, deep learning models including large generative models for More ❯
PyTorch or JAX. Familiar with deep learning fundamentals: models, optimisation, evaluation and scaling. Capable of designing, executing and reporting from ML experiments. Mathematics skills to support the above: calculus, probabilitytheory and linear algebra. Desirable Experience in one or more of: distributed computing, efficient computing based on low-precision arithmetic, deep learning models including large generative models for 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 ❯
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 ❯
on a regular basis Manage and develop junior members of the team. Required qualifications, capabilities, and skills Significant experience in a FO or model risk quantitative role. Excellence in probabilitytheory, 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 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 About Us J.P. Morgan is a global leader in financial services, providing strategic advice and products to the More ❯
Critical Sections, Synchronization Primitives (Mutexes, Semaphores, Monitors, Locks), Deadlocks and Deadlock Prevention/Detection/Avoidance, and Condition Variables. Quantitative Finance Knowledge: Solid understanding of quantitative finance concepts, including probabilitytheory, stochastic calculus, and financial derivatives. Specific experience with stochastic processes is essential. Performance Tuning: Experience with performance profiling tools and optimization techniques. Operating Systems: Experience with Linux More ❯
Critical Sections, Synchronization Primitives (Mutexes, Semaphores, Monitors, Locks), Deadlocks and Deadlock Prevention/Detection/Avoidance, and Condition Variables. Quantitative Finance Knowledge: Solid understanding of quantitative finance concepts, including probabilitytheory, stochastic calculus, and financial derivatives. Specific experience with stochastic processes is essential. Performance Tuning: Experience with performance profiling tools and optimization techniques. Operating Systems: Experience with Linux More ❯
frameworks such as multiprocessing or multithreading. Solid understanding of modern software development practices, including version control, unit testing, and debugging. Strong foundation in quantitative analysis, statistics, mathematical modelling, and probability theory. Excellent problem-solving and communication skills, with the ability to quickly understand and navigate complex systems. To apply, either respond to this advert or send your CV directly More ❯
frameworks such as multiprocessing or multithreading. Solid understanding of modern software development practices, including version control, unit testing, and debugging. Strong foundation in quantitative analysis, statistics, mathematical modelling, and probability theory. Excellent problem-solving and communication skills, with the ability to quickly understand and navigate complex systems. To apply, either respond to this advert or send your CV directly More ❯