7 of 7 Permanent Stochastic Calculus Jobs in England

Financial Engineering, or Computer Science. Experience in model validation, quantitative analytics, or model development within a trading or investment banking environment. Strong understanding of pricing methodologies for derivatives, including stochastic calculus, volatility modeling, and numerical techniques (e.g., Monte Carlo simulation, finite difference methods). Programming proficiency in Python is essential; knowledge of C++, MATLAB, or similar languages is More ❯

Financial Engineering, or Computer Science. Experience in model validation, quantitative analytics, or model development within a trading or investment banking environment. Strong understanding of pricing methodologies for derivatives, including stochastic calculus, volatility modeling, and numerical techniques (e.g., Monte Carlo simulation, finite difference methods). Programming proficiency in Python is essential; knowledge of C++, MATLAB, or similar languages is More ❯

communicate clearly and 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 More ❯

Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage. Solid mathematical finance and statistical analysis skills. Familiarity with Numerical analysis/Monte-Carlo methods. Knowledge of probability and stochastic calculus. Education: Master's degree or equivalent in computer science, mathematics, engineering or physics. This job description provides a high-level review of the types of work performed. Other More ❯

Join ICE's 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 … models meet 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 More ❯

or equivalent. A minimum of 5 years' experience in developing option pricing models as a Quantitative Analyst in a trading environment is required. Good understanding of optimization principles, probability, stochastic calculus, and financial concepts. Proficiency in Python/C++ required. Good interpersonal skills, both with team colleagues and stakeholders. Proven ability to work within a complex team and More ❯

development. A degree in Mathematical Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models, and the HJM framework . Strong programming skills in C++ (Visual Studio) , including modern C++ (C+ or later). Solid understanding of stochastic calculus , partial More ❯