25 of 25 Stochastic Calculus Jobs in London

Computer Science, or a related quantitative discipline. Proven experience with pricing equity derivatives, including vanillas and exotics. Strong programming skills in C++ and/or Python. Solid grasp of stochastic calculus, numerical techniques, and financial modeling. Familiarity with hybrid product structures is highly advantageous. Previous front-office quant or risk/valuation experience preferred. Excellent communication skills with More ❯

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 Strong significant experience either in derivative pricing, credit (PD and LGD modelling) and market (VaR, Expected Shortfall, FRTB) risk modelling Strong experience in More ❯

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 ❯

Computer Science, or a related quantitative discipline. Proven experience with pricing equity derivatives, including vanillas and exotics. Strong programming skills in C++ and/or Python. Solid grasp of stochastic calculus, numerical techniques, and financial modeling. Familiarity with hybrid product structures is highly advantageous. Previous front-office quant or risk/valuation experience preferred. Excellent communication skills with More ❯

communicate clearly and concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, stochastic calculus and probability theory is preferred . Responsibilities Drive clearing house margin, stress and collateral management models R&D. Define business requirements and specifications for model upgrades and More ❯

communicate clearly and concisely is a must. This role will have direct exposure to interest rate derivatives, equity derivatives, credit derivatives and commodity derivatives. A strong background in programming, stochastic calculus and probability theory is preferred . Responsibilities Drive clearing house margin, stress and collateral management models R&D. Define business requirements and specifications for model upgrades and More ❯

/PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science Excellent communication skills, both written and verbal with attention to detail Strong Maths skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo) Good computing and programming skills, including C++ experience Highly motivated, with a keen enthusiasm to learn and take on new More ❯

Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. Education: Master's degree or equivalent in computer science, mathematics, engineering or physics. This job description provides a high-level review of the types of work performed. Other More ❯

Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. Education: Master’s degree or equivalent in computer science, mathematics, engineering or physics. This job description provides a high-level review of the types of work performed. Other More ❯

subject, such as Mathematics, Financial Mathematics, Physics or Statistics, is beneficial Extensive experience in a Model Validation or Front Office Quant role Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms Deep understanding of interest Rates and FX derivative models Strong interest in financial markets (especially More ❯

Join ICE's Global Quantitative Research team to spearhead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management. Leverage your strong background in stochastic calculus and probability theory to develop robust models, and translate them into efficient, production-grade C++ code integrated into our core quantitative library. Collaborate across business lines, including … models meet both research needs and operational demands. Knowledge and Experience Master's or PhD degree in Computer Science, Mathematics, Statistics, or a related field. Expertise in advanced mathematics (stochastic calculus, probability theory) Exceptional quantitative and analytical skills. Extensive experience in C++ and Python Strong verbal and written communication skills in English. Preferred Work experience in options pricing More ❯

Join ICE's Global Quantitative Research team to lead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management. Utilize your strong background in stochastic calculus and probability theory to develop robust models and translate them into efficient, production-grade C++ code integrated into our core quantitative library. Collaborate across business lines, including … to ensure models meet research and operational needs. Knowledge and Experience Master's or PhD in Computer Science, Mathematics, Statistics, or related fields. Expertise in advanced mathematics such as stochastic calculus and probability theory. Exceptional quantitative and analytical skills. Extensive experience with C++ and Python. Strong verbal and written communication skills in English. Preferred Experience in options pricing More ❯

experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling. Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit pricing, curve construction More ❯

PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science). Excellent communication skills, both written and verbal with attention to detail. Strong Maths skills in probability, stochastic calculus and numerical methods (finite differences, Monte Carlo). Good computing and programming skills, including experience of C++. Highly motivated, enthusiastic with a keen willingness to learn and More ❯

experience in software development, including a clear understanding of data structures, algorithms, software design and core programming concepts Expertise in an aspect of quantitative analysis, e.g. mathematics, physics, statistics, stochastic calculus, scientific computing, econometrics, machine learning algorithms, financial modeling. Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit pricing, curve construction More ❯

development. A degree in Mathematical 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 modern C++ (C+ or later). Solid understanding of stochastic calculus , partial More ❯

to work well with both business managers, traders and developers Technical: Strong programming skills in Python or Java. Experience in creating libraries, restful services. Solid grasp of numerical methods, stochastic calculus, and financial mathematics. Familiarity with market data feeds, curve construction, and calibration techniques. Strong differentiators: Experience with Alib or Kalotay Experience with Redis, Fast API, Dash, Streamlit 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 ❯

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 ❯

to work well with both business managers, traders and developers Technical: Strong programming skills in Python or Java. Experience in creating libraries, restful services. Solid grasp of numerical methods, stochastic calculus, and financial mathematics. Familiarity with market data feeds, curve construction, and calibration techniques. Strong differentiators: Experience with Alib or Kalotay Experience with Redis, Fast API, Dash, Streamlit More ❯

Understanding and improving the mathematical framework supporting the FE tools Researching and testing new methodologies What We Need From You STEM degree; e.g. Maths, Physics, Engineering Strong understanding of stochastic calculus and numerical analysis Experience in numerical simulations: differential equations and Monte Carlo Experience with any programming languages; e.g. Python, Matlab/Octave (willing to learn and work More ❯

and complex rates derivatives and cash products. Solid programming skills in an analytics library and advanced numerical skills, both in Python and in C++. Knowledge of advanced mathematics including stochastic calculus. Nice-to-have Advanced degree in a highly numerate discipline Knowledge of risk managements systems Knowledge of derivatives in other asset classes than interest rates and their valuation More ❯

quality codebase and testing framework What we’re looking for: Strong front office quant background, with expertise in interest rates and yield curve calibration Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis , with knowledge of the main instruments used in FICC business Advanced coding skills in C++11+ , with working knowledge of 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 ❯

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 ❯