26 to 50 of 63 Monte Carlo Method Jobs in London

curves, volatility surfaces, and interest rate volatility cubes (live/intraday data experience preferred) Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred Why TS Imagine/Benefits Please note : This role requires applicants to be based ...

trade-offs, risks and next steps to business and technical audiences. Modelling and quantitative analysis: Strong knowledge of statistical methods, quantitative analysis and Monte Carlo simulation, together with experience applying these techniques to real business problems. Programming proficiency: Strong programming skills in Python. Experience with C# ...

research organisation Nice to Have Knowledge of NMR spectroscopy and associated data processing pipelines Familiarity with simulation techniques such as molecular dynamics or Monte Carlo approaches, as well as an understanding of statistical mechanics and complex systems Ability to use HPC and/or cloud computing ...

surface calibration Proficiency in C++ for quantitative library development and Python for analytics Solid grounding in stochastic calculus and numerical methods (Monte Carlo, finite difference PDE) Advanced degree (MSc or PhD) in Mathematical Finance, Applied Mathematics, Physics, or related field Prior experience at an inter‐dealer ...

equivalent seniority on the buy side. * Deep FX and rates derivatives experience: local- and stochastic-vol models, term-structure models, PDE and Monte Carlo methods, calibration, and risk. * Production C++ at library scale, plus Python for research, tooling, and orchestration. Evidence of having shipped a modern ...

equivalent seniority on the buy side. * Deep FX and rates derivatives experience: local- and stochastic-vol models, term-structure models, PDE and Monte Carlo methods, calibration, and risk. * Production C++ at library scale, plus Python for research, tooling, and orchestration. Evidence of having shipped a modern ...

sell-side or buy-side institution in a front office quantitative role* Exceptional quant/analytical skills – knowledge of advanced pricing techniques (Monte Carlo, prepayment modelling and scenario engines), asset pricing theory, probability theory, and cash flow/bond maths (e.g. OAS calculations)* Experience designing, coding ...

currency), inflation curves, volatility surfaces, and interest rate volatility cubes (preferably live or intraday) Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred Why TS Imagine/Benefits Please note : This role requires applicants to be based ...

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 ...

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 ...

clear understanding of hazards, consequences and risk. Interest in railways, railway engineering safety management, system safety management, and interoperability (including the Common Safety Method for Risk Evaluation and Assessment (CSM-RA), EN 50126, EN 50716, EN 50129). Highly motivated, eager to learn, and take on new challenges. Desirable … engineering safety management, risk analysis, and reliability engineering. Interest and experience in risk-based design, quantitative assessments, numerical/statistical analysis (such as Monte Carlo Simulation), uncertainty quantification, human behaviours and dynamics, machine-learning techniques, industrial internet of things (IoTs), AI and other new digital tools ...

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 ...

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 ...

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 ...

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 ...

product forward and help millions of kids and teens build good financial habits. Key technologies are BigQuery, Dataform, Tableau, Veezoo, Amplitude and Monte Carlo. This role is based in our London office, with the flexibility to work remotely provided you are willing to travel to London when needed. ...

JPMorgan Chase & Co. in London seeks an Associate or Vice President to join the Quantitative Trading & Research team. The role focuses on developing analytics for the Credit Portfolio Group and building production-grade, scalable software ...

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 ...

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 ...

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 ...

Monte Carlo, the data observability platform, is seeking an EMEA Partner Manager to lead and scale its partner ecosystem across the region. You will recruit, enable, and manage high-impact partners, grow co-sell motions with Snowflake, Databricks, AWS, and SI partners, and drive partner-sourced ...

Excellence 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++ ...

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 ...

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 ...