financial institution with experience in either model development or validation, ideally experience in modelling of equity derivative products. Strong derivative pricing skills a must (stochasticcalculus, 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 stochasticcalculus , 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, stochasticcalculus) Strong communicator, comfortable on a trading floor, and collaborative by nature This is a Full time role offering a competitive salary and More ❯
ML techniques, working with an expert team of AI engineers including those at Behavox (GenAI). Create impact through your strong mathematical background in stochastic modelling, volatility modelling, statistics and ML (in general). What You'll Bring A deep and genuine interest in MSD as demonstrated by a … Office exposure to market-making/client analytics or pricing models (preferably in an Investment Bank). In-depth knowledge of quantitative finance e.g. stochasticcalculus, volatility modelling, price/risk attribution, client strategies. Extensive knowledge of FICC markets and maths including strong trading knowledge in one asset 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 stochasticcalculus , 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 ❯
