1 to 9 of 9 Mathematical Modelling Jobs in London

strategies to optimize trading performance, and experience in a HFT (High Frequency Trading) Low Latency environment, Responsibilities: Quantitative Analysis and Strategy Development: Utilize advanced mathematical models and statistical techniques to analyze market data and identify trading opportunities in the FX market. Develop and implement proprietary trading strategies that capitalize more »

group’s cross-asset pricing library with an emphasis on vanilla and exotic rates. The candidate will be expected to take responsibility for solving modelling problems that arise within vanilla and exotic rates. Key responsibilities: Research, development, implementation of mathematical models and analytical tools to support the trading … knowledge of vanilla and exotic interest rate derivatives products Strong quantitative development skills, with excellent experience of coding models in C++ Excellent spreadsheet and mathematical modelling skills. Senior Director (10-15 years experience). A deep understanding of derivatives products, with an ability to analyse and understand the … fundamental price drivers Front office derivatives modelling experience. Ideally HJM, Hull-White two factor and Cheyette . Previous experience of exotic IR models, particularly CMS structures . Familiarity with Monte-Carlo simulation. Experience of automatic differentiation desirable. Ability to work in a team, and to communicate technical issues clearly more »

systems. The ideal candidate will possess a strong background in quantitative finance, statistics, and programming, with a demonstrated ability to develop and apply complex mathematical models to real-world financial market scenarios. Responsibilities Develop, implement, and maintain sophisticated quantitative trading models, strategies, and algorithms, ensuring their efficacy and alignment … the unique challenges and requirements associated with quantitative trading. Excellent analytical, problem-solving, and statistical skills, with the ability to develop and apply complex mathematical models to real-world financial market scenarios. Exceptional communication and collaboration skills, with the ability to work effectively in cross-functional teams. We appreciate more »

s or Master's degree in Computer Science, Mathematics, Statistics, or a related STEM field from a top-ranked university. Proficiency in quantitative analysis, mathematical modeling, statistics, regression, and probability theory. Sound knowledge of professional software development methodologies, version control systems, unit testing, debugging tools, and microservices architecture. Excellent more »

Competitive hedge fund bonus 1x-3x Learning budget, 10% pension, Health/Life/Death Insurance, Gym, Restaurant About the role Pricing and creating mathematical models for Volatility trading Contribute to the development of the Analytics libraries Expertise expectation Expertise in pricing equity options and volatility modelling Requirement more »

numpy are a must Excellent problem-solving skills Strong communication skills (the role will involve explaining complex algorithms to colleagues with varying technical and mathematical experience) Knowledge of UNIX Understanding of linear and mixed integer programming, and convex optimisation Experience with at least one commercial or open-source optimisation … library or a mathematical modelling language Understanding of financial derivatives, margin and counterparty credit risk measures A solid mathematical background (numerical methods, linear algebra, partial differential equations, probability & statistics) Knowledge of AWS This role is a hybrid working role, with a blended approach of home and office more »

including automatic quoting, optimizing hedging decisions and developing algorithms to trade derivatives on venues around the world. We also deploy statistical analysis techniques and mathematical models to enhance the decision making process, with the overall aim of improving business performance while working closely with traders and salespeople on the more »

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 more »

and AI/ML models. Perform model validation testing and derive conclusions leading to proper assessment of the model risk involved. The study the mathematical models used, implementation methods, products traded in these markets, and the associated risks. Present outcomes from reviews and studies in high quality reports to … experience will also be considered. Experience in technical Model Validation team or Front Office Quant role. You have highly analytical skills, deep understanding of mathematical/statistical models and their implementation in finance. Experience in scientific programming and data visualization in Python or R. You have a hands-on more »