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 probabilitytheory to develop robust models, and translate them into efficient, production-grade C++ code integrated into our core quantitative library. Collaborate across business lines, including Clearing, Exchange, and … 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, probabilitytheory) 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 theoryMore ❯
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 probabilitytheory is preferred . Responsibilities Drive clearing house margin, stress and collateral management models R&D. Define business requirements and specifications for model upgrades and enhancements. Build models … of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models preferred Preferred Strong C++ knowledge Work experience in options pricing theory Work experience in Data Analytics and Machine Learning 1 Years of experience in a related field. More ❯
you will need: A 1st class mathematics-based degree from a top university or a 2:1 from Oxbridge A solid understanding of the fundamentals of statistical prediction and probabilitytheory including, for example, an in-depth knowledge of regression and model fitting Intellectual curiosity, creativity and confidence to try new approaches An interest in sports or competitive More ❯
team working on important XVA functionality that cuts across asset classes. What you will do Create and support analytics for Markets Front Office XVA across multiple asset classes using probabilitytheory, financial mathematics, and numerical techniques. Implement these analytics in C++, also using Python. Support trading desks. Collaborate closely with other MQA teams. Work in partnership with control More ❯
PyTorch or JAX. Familiar with deep learning fundamentals: models, optimisation, evaluation and scaling. Capable of designing, executing and reporting from ML experiments. Mathematics skills to support the above: calculus, probabilitytheory and linear algebra. Desirable Experience in one or more of: distributed computing, efficient computing based on low-precision arithmetic, deep learning models including large generative models for More ❯
PyTorch or JAX. Familiar with deep learning fundamentals: models, optimisation, evaluation and scaling. Capable of designing, executing and reporting from ML experiments. Mathematics skills to support the above: calculus, probabilitytheory and linear algebra. Desirable Experience in one or more of: distributed computing, efficient computing based on low-precision arithmetic, deep learning models including large generative models for More ❯
credit risk models Derivatives pricing models Optional: Capital models (Economic/Regulatory) Corporate credit risk models (IRB, PD/LGD/EAD) Competencies: Essential: Good background in Math and Probabilitytheory - applied to finance. Good knowledge of Data Science and Statistical inference techniques. Good understanding of financial products. Good programming level in Python or R or equivalent. Good More ❯
credit risk models Derivatives pricing models Optional: Capital models (Economic/Regulatory) Corporate credit risk models (IRB, PD/LGD/EAD) Competencies: Essential: Good background in Math and Probabilitytheory - applied to finance. Good knowledge of Data Science and Statistical inference techniques. Good understanding of financial products. Good programming level in Python or R or equivalent. Good More ❯
Critical Sections, Synchronization Primitives (Mutexes, Semaphores, Monitors, Locks), Deadlocks and Deadlock Prevention/Detection/Avoidance, and Condition Variables. Quantitative Finance Knowledge: Solid understanding of quantitative finance concepts, including probabilitytheory, stochastic calculus, and financial derivatives. Specific experience with stochastic processes is essential. Performance Tuning: Experience with performance profiling tools and optimization techniques. Operating Systems: Experience with Linux More ❯
Critical Sections, Synchronization Primitives (Mutexes, Semaphores, Monitors, Locks), Deadlocks and Deadlock Prevention/Detection/Avoidance, and Condition Variables. Quantitative Finance Knowledge: Solid understanding of quantitative finance concepts, including probabilitytheory, stochastic calculus, and financial derivatives. Specific experience with stochastic processes is essential. Performance Tuning: Experience with performance profiling tools and optimization techniques. Operating Systems: Experience with Linux More ❯
frameworks such as multiprocessing or multithreading. Solid understanding of modern software development practices, including version control, unit testing, and debugging. Strong foundation in quantitative analysis, statistics, mathematical modelling, and probability theory. Excellent problem-solving and communication skills, with the ability to quickly understand and navigate complex systems. To apply, either respond to this advert or send your CV directly More ❯
frameworks such as multiprocessing or multithreading. Solid understanding of modern software development practices, including version control, unit testing, and debugging. Strong foundation in quantitative analysis, statistics, mathematical modelling, and probability theory. Excellent problem-solving and communication skills, with the ability to quickly understand and navigate complex systems. To apply, either respond to this advert or send your CV directly More ❯
