Period
to 21 July 2017

The following table provides summary statistics for permanent job vacancies 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 6 months to 21 July 2017 with a comparison to the same period in the previous 2 years.

Stochastic Calculus
UK
6 months to
21 Jul 2017
Same period 2016 Same period 2015
Rank 1167 1255 1300
Rank change year-on-year +88 +45 0
Permanent jobs citing Stochastic Calculus 25 26 18
As % of all permanent IT jobs advertised in the UK 0.014% 0.013% 0.008%
As % of the Processes & Methodologies category 0.016% 0.014% 0.009%
Number of salaries quoted 22 26 14
UK median annual salary £102,500 £80,000 £95,000
Median salary % change year-on-year +28.13% -15.79% -5.00%
10th Percentile £60,000 £55,000 £62,125
90th Percentile £130,000 £117,500 £105,250
UK excluding London median annual 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 with a requirement for process and methodology skills.

Process & Methodology Skills
UK
Permanent job vacancies with a requirement for process and methodology skills 160086 180203 194767
As % of all permanent IT job vacancies advertised in the UK 89.72% 88.89% 87.85%
Number of salaries quoted 128594 149903 158369
UK median annual salary £50,000 £48,500 £47,500
Median salary % change year-on-year +3.09% +2.11% +5.56%
10th Percentile £28,500 £27,500 £27,500
90th Percentile £80,000 £77,500 £75,000
UK excluding London median annual salary £42,500 £42,500 £42,500

Stochastic Calculus
Job Vacancy Trend

Job postings citing Stochastic Calculus as a percentage of all IT jobs advertised.

Job vacancy trend for Stochastic Calculus in the UK

Stochastic Calculus
Salary Trend

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

Salary trend for Stochastic Calculus in the UK

Stochastic Calculus
Salary Histogram

The salary distribution of IT jobs citing Stochastic Calculus over the 6 months to 21 July 2017.

Salary histogram for Stochastic Calculus in the UK

Stochastic Calculus
Top 2 Job Locations

The table below looks at the demand and provides a guide to the median salaries quoted in IT jobs citing Stochastic Calculus within the UK over the 6 months to 21 July 2017. The 'Rank Change' column provides an indication of the change in demand within each location based on the same 6 month period last year.

Location Rank Change
on Same Period
Last Year
Matching
Permanent
IT Job Ads
Median Salary
Past 6 Months
Median Salary
% Change
on Same Period
Last Year
Live
Job
Vacancies
England +78 25 £102,500 +28.13% 1
London +60 25 £102,500 +28.13% 1

For the 6 months to 21 July 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 with a requirement for Stochastic Calculus.

1 25 (100.00%) Finance
2 21 (84.00%) Front Office
3 20 (80.00%) C++
4 19 (76.00%) Mathematics
5 17 (68.00%) Risk Management
6 16 (64.00%) Validation
7 13 (52.00%) Foreign Exchange (FX)
7 13 (52.00%) Monte Carlo Method
8 12 (48.00%) Banking
8 12 (48.00%) Investment Banking
9 10 (40.00%) MATLAB
9 10 (40.00%) R
10 9 (36.00%) QA
10 9 (36.00%) Advertising
11 8 (32.00%) Derivative
11 8 (32.00%) Market Risk
11 8 (32.00%) Financial Modelling
12 7 (28.00%) Credit Risk Management
12 7 (28.00%) Credit Risk
12 7 (28.00%) Physics
12 7 (28.00%) MiFID
13 6 (24.00%) C#
13 6 (24.00%) Java
13 6 (24.00%) VBA
14 5 (20.00%) Microsoft Excel
14 5 (20.00%) Back Office
14 5 (20.00%) Statistics
14 5 (20.00%) Swaptions
14 5 (20.00%) Greeks
15 4 (16.00%) EMIR

Stochastic Calculus
Co-occurring IT Skills 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 (20.00%) Microsoft Excel
Database & Business Intelligence
1 3 (12.00%) Big Data
General
1 25 (100.00%) Finance
2 21 (84.00%) Front Office
3 12 (48.00%) Banking
3 12 (48.00%) Investment Banking
4 9 (36.00%) Advertising
5 5 (20.00%) Back Office
Job Titles
1 18 (72.00%) Analyst
1 18 (72.00%) Qualitative Analyst
1 18 (72.00%) Quantitative Analyst
2 11 (44.00%) Developer
2 11 (44.00%) Quantitative Developer
3 8 (32.00%) Analyst Developer
3 8 (32.00%) Quantitative Analyst Developer
4 7 (28.00%) C++ Analyst Developer
4 7 (28.00%) C++ Developer
4 7 (28.00%) C++ Quantitative Developer
5 3 (12.00%) Senior Analyst
5 3 (12.00%) Senior Quantitative Analyst
6 2 (8.00%) Junior
7 1 (4.00%) Developer Analyst
7 1 (4.00%) Financial Analyst
7 1 (4.00%) Junior Analyst
7 1 (4.00%) Junior Quantitative Analyst
7 1 (4.00%) Product Analyst
Libraries, Frameworks & Software Standards
1 3 (12.00%) Middleware
Miscellaneous
1 13 (52.00%) Foreign Exchange (FX)
2 8 (32.00%) Derivative
2 8 (32.00%) Market Risk
3 7 (28.00%) Credit Risk
4 5 (20.00%) Swaptions
5 3 (12.00%) Computer Science
5 3 (12.00%) Equities
5 3 (12.00%) Fintech
5 3 (12.00%) Greenfield Project
5 3 (12.00%) Hedge funds
Processes & Methodologies
1 19 (76.00%) Mathematics
2 17 (68.00%) Risk Management
3 16 (64.00%) Validation
4 13 (52.00%) Monte Carlo Method
5 8 (32.00%) Financial Modelling
6 7 (28.00%) Credit Risk Management
6 7 (28.00%) Physics
7 5 (20.00%) Greeks
7 5 (20.00%) Statistics
8 3 (12.00%) Asset Management
8 3 (12.00%) E-Commerce
8 3 (12.00%) Presales
8 3 (12.00%) Process Improvement
8 3 (12.00%) Project Management
8 3 (12.00%) Prototyping
8 3 (12.00%) Quantitative Finance
8 3 (12.00%) Stress Testing
9 2 (8.00%) Regulatory Compliance
10 1 (4.00%) Coaching
10 1 (4.00%) Risk Analytics
Programming Languages
1 20 (80.00%) C++
2 10 (40.00%) MATLAB
2 10 (40.00%) R
3 6 (24.00%) C#
3 6 (24.00%) Java
3 6 (24.00%) VBA
4 3 (12.00%) Python
5 1 (4.00%) SQL
Qualifications
1 4 (16.00%) Degree
1 4 (16.00%) Master's Degree
Quality Assurance & Compliance
1 9 (36.00%) QA
2 7 (28.00%) MiFID
3 4 (16.00%) Dodd-Frank
3 4 (16.00%) EMIR
4 3 (12.00%) Basel III
Central London / West End
Durlston Partners
Salary: From £80,000 to £110,000 per annum + Bonus + Benefits
Posted: 5 days ago