1 of 1 Contract Monte Carlo Method Jobs in Docklands, London

Quantitative Developer (232979-1)

Hiring Organisation
Randstad Technologies Recruitment
Location
Docklands, London, Australia
Employment Type
Contract
Contract Rate
£750 - £800/day
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). High-Performance Engineering: Deliver ...