Stochastic Calculus Jobs in England

1 of 1 Stochastic Calculus Jobs in England

Quantitative Developer - Counterparty Credit Risk, AVP

England, United Kingdom
Citigroup Inc
with working on Python, C++, and TypeScript/JavaScript. Solid academic background in computer science, mathematical finance, statistics, or a highly quantitative field. Good understanding of probability theory and stochastic calculus. Familiarity with Numerical Analysis and Monte Carlo methods. Experience developing software, preferably in Windows or Linux environments. Proficiency in scripting using UNIX Shell (bash, etc.) and Python. Familiarity More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted: