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1 to 4 of 4 Permanent Stochastic Calculus Jobs in London with Remote Work Options
London Area, United Kingdom Hybrid / WFH Options Mizuho
dependent option models and SABR. Experience/knowledge of Risk Models such as Value-at-Risk (VaR) and Stress methodologies. Strong mathematical background covering stochastic calculus, statistics, matrix algebra, optimisation methods and interpolation techniques. Object-oriented programming skills. Preferably Python and or C#, although skills in other languages more »
London Area, United Kingdom Hybrid / WFH Options Morgan McKinley
Physics or Statistics would be beneficial Significant experience in a Model Validation or Front Office Quant role Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms Deep understanding of interest Rates and FX derivative models Strong more »
London Area, United Kingdom Hybrid / WFH Options Mizuho
and SABR. • Experience/knowledge of FRTB, IRRBB and Risk Models such as Value-at-Risk (VaR) and Stress methodologies.. • Strong mathematical background covering stochastic calculus, statistics, matrix algebra, optimisation methods and interpolation techniques. • Object-oriented programming skills. Preferably Python and or C#, although skills in other languages more »
Greater London, England, United Kingdom Hybrid / WFH Options Albert Bow
with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and Stochastic Calculus Extensive knowledge of derivative products, especially options Strong programming skills in C++ 17/20 or Rust, Python Excellent analytical, communication, and more »
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Salary Guide Stochastic Calculus London - 25th Percentile
- £81,250
- Median
- £87,500
- 75th Percentile
- £115,625
- 90th Percentile
- £128,750
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