10 of 10 Permanent Probability Theory Jobs in England

Quants, Developers, and Analysts. Due to the nature of the business this is mainly an office-based role. Experience required: 3+ years' experience within predictive modelling, machine learning, and probability theory. Ideally this would be within sports or gaming/betting industries. Understanding of techniques such as Monte Carlo simulation, Bayesian modelling, GLMs, mixed effects models, time series forecasting More ❯

Quants, Developers, and Analysts. Due to the nature of the business this is mainly an office-based role. Experience required: 3+ years' experience within predictive modelling, machine learning, and probability theory. Ideally this would be within sports or gaming/betting industries. Understanding of techniques such as Monte Carlo simulation, Bayesian modelling, GLMs, mixed effects models, time series forecasting More ❯

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 stochastic calculus 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 Clearing, Exchange, and … 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 (stochastic calculus, 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 theory More ❯

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, stochastic calculus 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 enhancements. Build models … of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models preferred Preferred Strong C++ knowledge Work experience in options pricing theory Work experience in Data Analytics and Machine Learning 1 Years of experience in a related field. More ❯

team working on important XVA functionality that cuts across asset classes. What you will do Create and support analytics for Markets Front Office XVA across multiple asset classes using probability theory, financial mathematics, and numerical techniques. Implement these analytics in C++, also using Python. Support trading desks. Collaborate closely with other MQA teams. Work in partnership with control More ❯

you think you’re a good fit! General technical requirements: BSc, MSc, or PhD in Mathematics, Statistics, Computer Science, Engineering, Operations Research, Econometrics, or related fields. Strong knowledge of Probability Theory, Statistics, and a deep understanding of the Mathematics behind Machine Learning. Proficiency with CRISP-ML(Q) or TDSP methodologies for addressing commercial problems through data science or More ❯

portfolio. Key Requirements Minimum of 3 years in a Cat Modelling/Exposure Management function. Expert is MS Excel. Skilled user of R or Python. Comfortable with statistics and probability theory. An ability to extract insight out of data - but also through discussions with experts. Keywords; Cyber Catastrophe Analyst; Cyber Data & Catastrophe Analyst We do not retain any personal More ❯

Science, Physics or related qualitative field. Post-graduate degrees may be a plus but not expected or required. Advanced Python coding skills Experience and advanced knowledge of statistics/probability theory. Quant Trader Track Experience in market making, including signal design and HFT/MFT strategy Quant Research Track Experience in developing machine learning algorithms, building automated pipelines for More ❯

PyTorch or JAX. Familiar with deep learning fundamentals: models, optimisation, evaluation and scaling. Capable of designing, executing and reporting from ML experiments. Mathematics skills to support the above: calculus, probability theory and linear algebra. Desirable Experience in one or more of: distributed computing, efficient computing based on low-precision arithmetic, deep learning models including large generative models for More ❯

PyTorch or JAX. Familiar with deep learning fundamentals: models, optimisation, evaluation and scaling. Capable of designing, executing and reporting from ML experiments. Mathematics skills to support the above: calculus, probability theory and linear algebra. Desirable Experience in one or more of: distributed computing, efficient computing based on low-precision arithmetic, deep learning models including large generative models for More ❯