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), stochasticcalculus, 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), stochasticcalculus, 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 stochasticcalculus, 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 ❯
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 stochasticcalculus, 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, stochasticcalculus 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, stochasticcalculus 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 ❯
and FX-IR hybrids. Deep knowledge of FX markets and conventions, hedging practices, and calibration issues. Knowledge of Rates markets is a plus. Solid knowledge of financial mathematics, particularly, stochasticcalculus, arbitrage, hedging, PDE, Monte-Carlo and other numerical methods Team player, comfortable on a trading floor, with strong, clear and concise written and oral communication skills Masters … and FX-IR hybrids. Deep knowledge of FX markets and conventions, hedging practices, and calibration issues. Knowledge of Rates markets is a plus. Solid knowledge of financial mathematics, particularly, stochasticcalculus, arbitrage, hedging, PDE, Monte-Carlo and other numerical methods Team player, comfortable on a trading floor, with strong, clear and concise written and oral communication skills Masters More ❯
London, England, United Kingdom Hybrid / WFH Options
Deutsche Bank
/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, stochasticcalculus 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 ❯
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 stochasticcalculus 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 (stochasticcalculus, 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 stochasticcalculus 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 stochasticcalculus 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 ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
degree (PhD/MSc). Solid programming skills in Java. Experience with FX or fixed income products and yield curve construction is highly preferred. Familiarity with Monte Carlo methods, stochasticcalculus, or PDEs is a plus. If there is any interest in this opportunity, apply, and a consultant will reach out to you shortly. #J-18808-Ljbffr More ❯
