The following table provides summary statistics for permanent job vacancies advertised in the City of London with a requirement for Stochastic Calculus skills. Included is a benchmarking guide to the salaries offered in vacancies that have cited Stochastic Calculus over the 3 months to 28 June 2017 with a comparison to the same period in the previous 2 years.

Stochastic Calculus
London / City of London
3 months to
28 Jun 2017
Same period 2016 Same period 2015
Rank 222 254 314
Rank change year-on-year +32 +60  
Permanent jobs citing Stochastic Calculus 5 1 1
As % of all permanent IT jobs advertised in the City of London 0.097% 0.016% 0.010%
As % of the Processes & Methodologies category 0.11% 0.017% 0.011%
Number of salaries quoted 5 1 1
Median salary £102,500 £150,000 £80,000
Median salary % change year-on-year -31.66% +87.50%  
90% offered a salary of more than £48,500 £150,000 £70,000
10% offered a salary of more than £113,500 £150,000 £90,000
UK excluding London median salary - - -

Stochastic Calculus is in the process and methodology skills category. The next table is for comparison with the above and provides summary statistics for all permanent job vacancies advertised in the City of London with a requirement for process and methodology skills.

Process & Methodology Skills
City of London
Permanent job vacancies with a requirement for process and methodology skills 4579 5771 9076
As % of all permanent IT job vacancies advertised in the City of London 89.10% 90.58% 89.21%
Number of salaries quoted 17094 23089 29776
Median salary £62,500 £60,500 £57,500
Median salary % change year-on-year +3.30% +5.21%  
90% offered a salary of more than £37,500 £37,500 £36,250
10% offered a salary of more than £90,000 £87,500 £87,500
UK excluding London median salary £45,000 £45,000 £43,000
% change year-on-year - +4.65%  

Stochastic Calculus
Job Vacancy Trend in the City of London

Job postings citing Stochastic Calculus as a percentage of all IT jobs advertised in the City of London.

Job vacancy trend for Stochastic Calculus in the City of London

Stochastic Calculus
Salary Trend in the City of London

This chart provides the 3-month moving average for salaries quoted in permanent IT jobs citing Stochastic Calculus in the City of London.

Salary trend for Stochastic Calculus in the City of London

Stochastic Calculus
Salary Histogram in the City of London

The salary distribution of IT jobs citing Stochastic Calculus in the City of London over the 3 months to 28 June 2017.

Salary histogram for Stochastic Calculus in the City of London

For the 6 months to 28 June 2017, IT jobs citing Stochastic Calculus also mentioned the following skills in order of popularity. The figures indicate the number co-occurrences and its proportion to all job ads across the City of London region with a requirement for Stochastic Calculus.

1 12 (100.00%) Foreign Exchange (FX)
1 12 (100.00%) Finance
1 12 (100.00%) Front Office
2 11 (91.67%) Advertising
3 7 (58.33%) Credit Risk Management
3 7 (58.33%) Financial Modelling
3 7 (58.33%) Credit Risk
3 7 (58.33%) Market Risk
3 7 (58.33%) R
3 7 (58.33%) Risk Management
3 7 (58.33%) MiFID
3 7 (58.33%) Mathematics
3 7 (58.33%) Validation
3 7 (58.33%) MATLAB
3 7 (58.33%) C++
4 6 (50.00%) Physics
4 6 (50.00%) Degree
4 6 (50.00%) Derivative
4 6 (50.00%) Master's Degree
4 6 (50.00%) EMIR
4 6 (50.00%) Dodd-Frank
5 5 (41.67%) Swaptions
5 5 (41.67%) Monte Carlo Method
5 5 (41.67%) Greeks
5 5 (41.67%) Statistics
5 5 (41.67%) Back Office
5 5 (41.67%) VBA
5 5 (41.67%) Microsoft Excel
6 1 (8.33%) C#
6 1 (8.33%) Equities

Stochastic Calculus
Co-occurring IT Skills in the City of London by Category

The follow tables expand on the table above by listing co-occurrences grouped by category. The same job type, locality and period is covered with up to 20 co-occurrences shown in each of the following categories:

Applications
1 5 (41.67%) Microsoft Excel
General
1 12 (100.00%) Finance
1 12 (100.00%) Front Office
2 11 (91.67%) Advertising
3 5 (41.67%) Back Office
4 1 (8.33%) Banking
4 1 (8.33%) Investment Banking
Job Titles
1 8 (66.67%) Analyst
1 8 (66.67%) Qualitative Analyst
1 8 (66.67%) Quantitative Analyst
2 3 (25.00%) Senior Analyst
2 3 (25.00%) Senior Quantitative Analyst
3 2 (16.67%) Junior
4 1 (8.33%) Analyst Developer
4 1 (8.33%) Developer
4 1 (8.33%) Developer Analyst
4 1 (8.33%) Financial Analyst
4 1 (8.33%) Junior Analyst
4 1 (8.33%) Junior Quantitative Analyst
4 1 (8.33%) Product Analyst
4 1 (8.33%) Quantitative Analyst Developer
4 1 (8.33%) Quantitative Developer
Libraries, Frameworks & Software Standards
1 1 (8.33%) Middleware
Miscellaneous
1 12 (100.00%) Foreign Exchange (FX)
2 7 (58.33%) Credit Risk
2 7 (58.33%) Market Risk
3 6 (50.00%) Derivative
4 5 (41.67%) Swaptions
5 1 (8.33%) Equities
5 1 (8.33%) Fintech
5 1 (8.33%) Hedge funds
Processes & Methodologies
1 7 (58.33%) Credit Risk Management
1 7 (58.33%) Financial Modelling
1 7 (58.33%) Mathematics
1 7 (58.33%) Risk Management
1 7 (58.33%) Validation
2 6 (50.00%) Physics
3 5 (41.67%) Greeks
3 5 (41.67%) Monte Carlo Method
3 5 (41.67%) Statistics
4 1 (8.33%) Coaching
4 1 (8.33%) E-Commerce
4 1 (8.33%) Presales
4 1 (8.33%) Process Improvement
4 1 (8.33%) Project Management
4 1 (8.33%) Stress Testing
Programming Languages
1 7 (58.33%) C++
1 7 (58.33%) MATLAB
1 7 (58.33%) R
2 5 (41.67%) VBA
3 1 (8.33%) C#
3 1 (8.33%) Java
Qualifications
1 6 (50.00%) Degree
1 6 (50.00%) Master's Degree
Quality Assurance & Compliance
1 7 (58.33%) MiFID
2 6 (50.00%) Dodd-Frank
2 6 (50.00%) EMIR
3 1 (8.33%) Basel III