9 of 9 Stochastic Calculus Jobs in London

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 probability theory to develop robust models, and translate them into efficient, production-grade C++ code integrated into our core quantitative library. … 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, probability theory) Exceptional quantitative and analytical skills. Extensive experience in C++ and Python Strong verbal and written communication skills in English. Preferred More ❯

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 probability theory is preferred . Responsibilities Drive clearing house margin, stress and collateral management models R&D. Define business requirements and More ❯

financial institution with experience in either model development or validation, ideally experience in modelling of equity derivative products. Strong derivative pricing skills a must (stochastic calculus, numerical techniques, coding in C++/python). Strong communication skills with the ability to find practical solutions to challenging problems. Team More ❯

PhD in a quantitative field (e.g., Mathematics, Physics, Financial Engineering, Computer Science). Strong programming skills (C++, Python or similar). Deep understanding of stochastic calculus, numerical methods, and derivatives pricing. Experience with equity derivatives (vanilla and exotics); hybrid product experience is a strong advantage. Familiarity with market More ❯

Proven background as a front office Quantitative Analyst, with expertise in interest rates and curve analytics specifically, is paramount Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis with knowledge of the main instruments used in FICC business Strong C++ skills (C+ More ❯

Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models , and the HJM framework . Strong programming skills in C++ (Visual Studio) , including knowledge of modern C++ (C+ or later). Solid … understanding of stochastic calculus , partial differential equations , no-arbitrage evaluation , and numerical analysis . Familiarity with Rates Products and Models . Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses. Commodities experience is essential. Technical Skills: Strong expertise in C++ (C+ or beyond) . Proficiency More ❯

Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models , and the HJM framework . Strong programming skills in C++ (Visual Studio) , including knowledge of modern C++ (C+ or later). Solid … understanding of stochastic calculus , partial differential equations , no-arbitrage evaluation , and numerical analysis . Familiarity with Rates Products and Models . Knowledge of instruments used in FICC (Fixed Income, Currencies, and Commodities) businesses. Commodities experience is preferred. Technical Skills: Strong expertise in C++ (C+ or beyond) . Proficiency More ❯

PyTorch. • Knowledge of differentiable programming (e.g., JAX) or geometric deep learning (e.g., PyTorch Geometric) is a plus. • Strong foundation in mathematical concepts such as stochastic calculus, optimisation, and simulation techniques. • Proficiency in Python; familiarity with C++ or Java is a bonus. • Understanding of financial markets, investment strategies, and More ❯

PyTorch. • Knowledge of differentiable programming (e.g., JAX) or geometric deep learning (e.g., PyTorch Geometric) is a plus. • Strong foundation in mathematical concepts such as stochastic calculus, optimisation, and simulation techniques. • Proficiency in Python; familiarity with C++ or Java is a bonus. • Understanding of financial markets, investment strategies, and More ❯