1 of 1 Permanent Stochastic Calculus Jobs in the UK excluding London

Fixed Income QTR team, you will provide advanced modelling solutions to the Fixed Income business. Your work will combine deep mathematical rigour - stochastic calculus, PDEs, numerical methods and the theory of the term structure - with solid software engineering to deliver best-in-class pricing, risk and hedging models … making, and robust financial risk controls. Job responsibilities Develop advanced analytical, pricing and risk-management models for fixed income products, grounded in rigorous mathematics - stochastic processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisation Develop analytical risk and sensitivity techniques - closed-form and adjoint/algorithmic-differentiation ...