Probability Theory Jobs in England

26 to 33 of 33 Probability Theory Jobs in England

Model Risk Quant - AVP

London Area, United Kingdom
Morgan McKinley
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 Probability theory - 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 ❯
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Model Risk Quant - AVP

City of London, London, United Kingdom
Morgan McKinley
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 Probability theory - 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 ❯
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Quant Model Risk Vice President

London, England, United Kingdom
JPMorganChase
on a regular basis Manage and develop junior members of the team. Required Qualifications, Capabilities, And Skills Significant experience in a FO or model risk quantitative role. Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis MSc, PhD or equivalent in a quantitative discipline Inquisitive nature, ability to ask right questions and escalate issues … Excellent communication skills (written and verbal) Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives) Good coding skills, for example in C/C++ or Python Preferred Qualifications, Capabilities, And Skills Experience with interest rates derivatives About Us J.P. Morgan is a global leader in financial services, providing strategic advice and products to the More ❯
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C++ Quantitative Developer

London Area, United Kingdom
NJF Global Holdings Ltd
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 probability theory, 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 ❯
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C++ Quantitative Developer

City of London, London, United Kingdom
NJF Global Holdings Ltd
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 probability theory, 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 ❯
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Quantitative Developer/Researcher – Tier 1 Hedge Fund - Systematic Fixed Income Buildout – Discrete search - Excellent Compensation + Benefits

London Area, United Kingdom
Mondrian Alpha
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 ❯
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Quantitative Developer/Researcher – Tier 1 Hedge Fund - Systematic Fixed Income Buildout – Discrete search - Excellent Compensation + Benefits

City of London, London, United Kingdom
Mondrian Alpha
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 ❯
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C++ QD – Algo Volatility Trading

London, England, United Kingdom
Oxford Knight
experience using modern C++ (at least C++17, ideally later) Deep-level understanding of financial markets (equities, derivatives, options, futures) is crucial Proficiency in quantitative analysis, mathematical modeling, statistics, and probability theory Knowledge of options and products traded by volatility traders, e.g. Equity Options, Index Options, Variance/Volatility Swap At least a bachelor’s degree in Maths, Computer More ❯
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Probability Theory
England
25th Percentile
£72,500
Median
£75,000
75th Percentile
£77,500