3 of 3 Stochastic Calculus Jobs in Central London

proposals Help with administrative tasks (such as training and recruitment) What are we looking for? Advanced knowledge in derivative pricing, quantitative risk management (covering credit, market and counterparty risk), stochastic calculus, modelling, statistics and probabilities Significant experience either in derivative pricing, credit (PD and LGD modelling) and market (VaR, Expected Shortfall, FRTB) risk modelling Strong experience in using More ❯

be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust … Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation: Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion models, Ito processes), into highly efficient and accurate C++ code. Performance Optimization: Identify and resolve performance bottlenecks in existing and new systems, focusing … 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 probability theory, 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 ❯

involvement in curve construction and modeling What We’re Looking For Strong front office quant background, with deep expertise in interest rates, yield curve calibration , and classical quantitative finance (stochastic calculus, PDEs, no-arbitrage valuation, numerical analysis) Proven experience implementing models in a front office C++ library (C++11+), not just using implementations from other teams Familiarity with Python More ❯