5 of 5 Stochastic Calculus Jobs in England

be beneficial) Experience in model validation, other quantitative risk management role or Front Office quantitative discipline Excellent mathematical ability with a strong understanding of stochastic calculus, partial differential equations, Monte-Carlo methods, finite difference methods, numerical algorithms, and statistical methods. Understanding of stress testing and VAR methodologies or More ❯

financial institution with experience in either model development or validation, ideally experience in modelling of equity derivative products. Strong derivative pricing skills a must (stochastic calculus, numerical techniques, coding in C++/python). Strong communication skills with the ability to find practical solutions to challenging problems. Team More ❯

Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models , and the HJM framework . Strong programming skills in C++ (Visual Studio) , including knowledge of modern C++ (C+ or later). Solid … understanding of stochastic calculus , partial differential equations , no-arbitrage evaluation , and numerical analysis . Familiarity with Rates Products and Models . Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses. Commodities experience is essential. Technical Skills: Strong expertise in C++ (C+ or beyond) . Proficiency More ❯

hybrids, and exotics is a plus Advanced degree (PhD or Master's) in a quantitative field Practical knowledge of financial mathematics (PDEs, Monte Carlo, stochastic calculus) Strong communicator, comfortable on a trading floor, and collaborative by nature This is a Full time role offering a competitive salary and More ❯

Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models , and the HJM framework . Strong programming skills in C++ (Visual Studio) , including knowledge of modern C++ (C+ or later). Solid … understanding of stochastic calculus , partial differential equations , no-arbitrage evaluation , and numerical analysis . Familiarity with Rates Products and Models . Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses. Commodities experience is preferred. Technical Skills: Strong expertise in C++ (C+ or beyond) . Proficiency More ❯