1 to 5 of 5 Permanent Monte Carlo Method Jobs in London

experience is essential: Previously worked on exotic Interest Rate models. Working knowledge of CMS structures is highly desirable. C++ and Windows. Understanding of Monte-Carlo simulation Salary: Up to £150,000 bonus package Location: London (work from home options available If you are interested in this more »

worked on exotic Interest Rate models or strong PhD background Working knowledge of CMS structures is highly desirable. C++ and Windows. Understanding of Monte-Carlo simulation Salary: Up to £150,000 bonus package Location: London (work from home options available If you are interested in this more »

Academic skills: probability theory (including stochastic processes) statistics (time series analysis, process estimation) numerical methods (interpolation, integration, regression, root-finding, optimization, linear algebra, Monte-Carlo) Fixed Income financial mathematics Experience: 4-6+ years of experience in pricing complex derivatives and performing advanced statistical analysis on … Bond Mathematics, Fixed income Pricing and Risk modeling as well as with team management 3+ years in developing risk models (e.g. Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, and Liquidity Risk models) as well as model evaluation techniques (backtesting, sensitivity analysis, coverage more »

financial products, including derivatives, illiquid cash products, private equity, etc. Exposure to challenging quantitative problems such as modeling risks for derivatives, large scale Monte-Carlo simulations of complete portfolios across the firm, fast and accurate approximate valuation risk measurements. Exposure to machine learning and data science more »

entertainment industry to significantly increase profit margins. You ll use a raft of different techniques from timeseries analysis to bayesian statistics, reinforcement learning & Monte Carlo Simulations. Your Experience : You ll likely come from a strong quantitative degree background in Science or Maths and have worked more »