51 to 75 of 83 Monte Carlo Method Jobs in England

C++ and Python and support trading desks in a hybrid setup. The role requires MSc/PhD in a quantitative field, strong Monte Carlo knowledge, and clear communication. Collaboration with IT, Risk and Trading stakeholders is expected, with a competitive base salary and benefits. #J ...

C++ and Python, collaborating with MQA teams and control functions in a fast-moving financial environment. The role emphasizes strong quantitative skills, Monte Carlo methods, and clear communication. A Master’s or PhD in a quantitative field is preferred, with hybrid work up to two days ...

join the Central XVA team in London. You will build innovative XVA analytics across asset classes, applying probability theory, numerical methods, and Monte Carlo simulations. The role involves implementing solutions mainly in C++ and Python, with close collaboration to trading desks and control functions. The ideal ...

Role Working individually and with developers to create, develop and implement complex pricing and risk models. Use stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis. Develop production-ready code using object-orientated programming. Skills and Experience Experience in financial ...

Risk Analytics, Financial Risk, Quantifi, Axiom, |Broadridge, Charles River, MUREX, Algorithmics, Numerix, Sophis , Fidessa Black Scholes, Quant, Financial Engineer, C++, R, C, SQL, Monte Carlo, Modelling, Quantitative ...

libraries that support real‐time pricing and risk management for FX Options products. Design and implement quantitative pricing models using numerical techniques including Monte Carlo methods and partial differential equation solvers. Develop production software using C++ and Python, applying object‐oriented design principles and performance optimisation ...

comparable quantitative modelling role in the financial sector, especially in XVA, is valuable. Knowledge of financial products and related quantitative methods, especially Monte Carlo simulation. Clear and concise written and verbal communication skills. An MSc or PhD degree in a quantitative subject. Skill in programming, preferably ...

advanced calculus, C++, object‐oriented design, Python, mathematical finance, statistics, probability and Machine Learning Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers Build a culture of responsible finance, good governance and supervision, expense discipline and ethics Appropriately ...

after skill sets. Key words: Data Scientist, Algorithm Developer, Equity Research, Investments, Quantitative Research, Bayesian Statistics, Mathematics, Computer Science, Analytical Algorithms, Python. C++, Monte Carlo. ...

expertise in financial risk modelling and play a leading role in shaping a strategically important capability for the Group., Direct experience of Internal Model Method (IMM) development and/or regulatory approval activities is essential for this role. The role will involve leading modelling workstreams, influencing senior stakeholders, shaping … Technology and Front Office teams to deliver strategic modelling solutions. Mentor and support junior modelling colleagues. Skills and Experience Direct experience of Internal Model Method (IMM) development and/or regulatory approval activities within a banking environment, including knowledge of Basel Counterparty Credit Risk regulations and IMM requirements. Strong ...

Date Saturday 26 September 2026 Salary Range £122,009 - £143,540 Title: Senior Manager - Internal Model Method (IMM) Location: London HOURS: Full-time WORKING PATTERN: Our work style is hybrid, which involves spending at least two days per week, or 40% of our time, at one of our office … Technology and Front Office teams to deliver strategic modelling solutions. Mentor and support junior modelling colleagues. Essential skills & experience: Direct experience of Internal Model Method (IMM) development and/or regulatory approval activities within a banking environment, including knowledge of Basel Counterparty Credit Risk regulations and IMM requirements. Strong ...

delivery of formal & informal technical training. Financial Engineers MUST have: Experience with MUREX, Algorithmics, Sophis , Fidessa or similar financial vendor implementation (could be Monte Modelling)C++ or JavaExperience of DerivativesFinancial engineering skillsMSc or PhD in Physics, Comp Sci, MathsWe would consider an experience Pre Sales candidate as well. … then please send your most recent cv to applications@ or Call James on +44 203 757 8484Quant, Financial Engineer, C++, R, C, SQL, Monte Carlo, Modelling ...

algorithms and component models supplied by engineering teams Correlate models against component, ground and flight-test data Provide simulation environments supporting MIL, Monte Carlo analysis, HIL and distributed simulation, including integration with system-of-systems analysis tools Requirements Modelling and simulation experience in aerospace, including evidence ...

statistical inference. Experience across liquid and illiquid assets, asset allocation and portfolio optimisation. Practical exposure to bond pricing, stochastic volatility modelling and Monte Carlo simulations. Proficient in time‐series analysis, econometrics and factor‐based modelling. Advanced Python (numpy, pandas) with production deployment experience. C++ highly valued ...

productivity within the Cadence Virtuoso environment.Manage and support simulation frameworks using tools such as Spectre, ADE, and Maestro, including setup of corner libraries, Monte Carlo, and process variation analyses.Own and maintain physical verification flows, including LVS, DRC, PERC, and ERC, ensuring clean sign ...

Central XVA team. You will build analytics for cross-asset XVA functionality and support trading desks, controls, and international clients. Role emphasizes Monte Carlo methods, probability theory, and numerical techniques, with strong C++ and Python programming, and collaboration across MQA and control functions. #J-18808-Ljbffr ...

relevant quantitative finance role. Interest Rate experience (may not be derivs)Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms. Experience in coding in C++ or R potentially CPrevious experience of regulatory interaction ...

impact. The RoleWorking individually and with developers to create, develop and implement complex pricing and risk models. Use stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis. Develop production-ready code using object-orientated programming. Skills and ExperienceExperience in financial ...

Algorithmics or Numerix would be highly regarded. My client is based in LondonQuantitative, Risk, Risk Analysis, VAR, FX, Fixed Income, .NET SQL, C++, Monte Carlo, Credit Risk, Liquidity Risk ...

experts. The RoleWorking individually and with developers to create, develop and implement complex pricing and risk models. Use stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis. Develop production-ready code using object-orientated programming. Skills and ExperienceMinimum ...

individually and with developers to create, develop and implement complex pricing and risk models. Yield Curve modellingOptions ValuationsUse stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis. Develop production-ready code using object-orientated programming. Skills and ExperienceMinimum ...

office with panoramic city views Extensive training and mentorship programme Excellent incentive programme: Monthly lunch clubs and performance rewards Quarterly European trips (Ibiza, Monte Carlo, etc.) Annual international incentives (Las Vegas, Miami, New York) Rule Recruitment is here to support you through the process, prepare ...

skillsExcellence in probability theory, stochastic processes, statistics, and numerical analysis. Strong understanding of option pricing theory and quantitative models for derivatives. Experience with Monte Carlo and numerical methods. Strong analytical and problem-solving abilities. MSc or equivalent in a relevant field. Proficiency in C/C++ ...

experience in understanding the associated Term-Sheets. Basic knowledge of stochastic calculus, main models used within derivatives pricing and numerical techniques such as Monte Carlo and Finite Difference. Strong Python coding skills, with focus on system design. Experience with C++.J.P. Morgan is a global leader ...

hybrid equity/rates or equity/credit structures. Strong quantitative foundation, including familiarity with equity derivatives pricing models (local/stochastic volatility, Monte Carlo, finite difference methods) and an ability to engage meaningfully with quants on model assumptions and sensitivities. Proficiency in Python (or equivalent ...