1 of 1 Permanent Stochastic Volatility Jobs in London

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 knowledge of modern C++ (C+ or later). … Solid understanding of stochastic calculus , partial differential equations , no-arbitrage evaluation , and numerical analysis . Familiarity with Rates Products and Models . Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses. Commodities experience is preferred. Technical Skills: Strong expertise in C++ (C+ or beyond) . Proficiency More ❯