6 of 6 Permanent Stochastic Calculus Jobs in the UK

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 ❯

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 ❯

Experience with Python/R/Excel/VBA Desirable Understanding of counterparty exposure measures such as PFE, EE, CVA Knowledge of advanced programming languages (C#, C++) Knowledge of stochastic calculus PERSONAL REQUIREMENTS Excellent communication skills with the ability to adjust to different audiences Highly motivated and innovative, able to work on own initiative Excellent accuracy and attention 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 ❯

institution with experience in either model development or validation, ideally experience in modelling of equity derivative products would be desirable. Strong derivative pricing skills a must (Risk neutral pricing, stochastic calculus, numerical techniques (finite differences, Montecarlo simulation, binomial/Trinomial Trees, Numerical integration), coding in C python). Strong communication skills with the ability to find practical solutions 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 ❯