Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Greater London, England, United Kingdom Hybrid / WFH Options
Millar Associates
market conventions, interacting with traders, management, and initiate solutions with clear written communications. Perform model development with deep understanding of arbitrage, hedging, calibration and stochastic processes. Implement models in C++ and Java Understand processes and work flows to make recommendations for process improvements ESSENTIAL SKILLS: 6-12 years’ as … FX derivatives, ideally with exotics Rates derivatives and FX-IR hybrids. Expertise in exotic FX derivatives, e.g. Stoch Local Vol and non-vanilla CSA. Stochastic rates expertise is a plus. Deep financial maths: stochasticcalculus, arbitrage, hedging, PDE, Monte-Carlo, numerical methods Hands on experience of C++ more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
City Of London, England, United Kingdom Hybrid / WFH Options
Quant Capital
maximum impact. The Role Working individually and with developers to create, develop and implement complex pricing and risk models for fixed income products. Use stochasticcalculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis. Develop production-ready code using object-orientated programming. Skills more »
on pricing framework, model validation, internal model changes and contribute to regulatory requirements Your Profile: Strong background in using numerical methods including Monte-Carlo, StochasticCalculus for vanilla & exotic derivative valuations. Experience with all major derivative products past and present in equity, rates, fx or commodity markets. Particularly more »
Greater London, England, United Kingdom Hybrid / WFH Options
Albert Bow
with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and StochasticCalculus Extensive knowledge of derivative products, especially options Strong programming skills in C++ 17/20 or Rust, Python Excellent analytical, communication, and more »
of 2 years in options market making, algorithmic trading, or related fields. Comprehensive knowledge of options pricing models, volatility surfaces, and risk management techniques (StochasticCalculus, MC, PDE). Exceptional analytical skills, with a capacity to perform in a dynamic, collaborative environment. Why Join Our Client: Innovative Environment more »
in a STEM field. +2 years of experience as a quant or systematic researcher. Strong background in using numerical methods including Monte-Carlo, and StochasticCalculus for vanilla & exotic derivative valuations. Knowledge of major derivative products in equity, rates, FX or commodity markets. Particularly options. Understanding of back more »