1 of 1 Contract Analytics Jobs in Docklands, London

deep, hands-on ownership. You will be responsible for everything from mathematical formulation and numerical implementation to performance optimisation and direct contribution to live analytics and trading systems. What You Will Do End-to-End Model Ownership: Independently design, implement, and validate pricing and risk models for complex and exotic … derivatives (from math formulation to production rollout). Core Library Evolution: Build and evolve core analytics libraries used for valuation, sensitivities, scenarios, and XVA. Advanced Numerical Implementation: Implement advanced numerical techniques including Monte Carlo methods (with variance reduction), Tree/lattice methods, PDE approaches, and curve construction (bootstrapping/interpolation ...