|
1 to 5 of 5 Stochastic Calculus Jobs in London
London Area, United Kingdom Morgan McKinley
XVA, FX, rates, credit or commodities and a good highl evel cross asset class product knowledge are required. In depth knowledge of pricing models, stochastic calculus, stochastic processes and numerical analysis is essential. Good working experience in Excel and C++ is essential. Experience with Murex is beneficial. more »
London Area, United Kingdom Hybrid / WFH Options Mizuho
dependent option models and SABR. Experience/knowledge of Risk Models such as Value-at-Risk (VaR) and Stress methodologies. Strong mathematical background covering stochastic calculus, statistics, matrix algebra, optimisation methods and interpolation techniques. Object-oriented programming skills. Preferably Python and or C#, although skills in other languages more »
London Area, United Kingdom Hybrid / WFH Options Morgan McKinley
Physics or Statistics would be beneficial Significant experience in a Model Validation or Front Office Quant role Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms Deep understanding of interest Rates and FX derivative models Strong more »
London Area, United Kingdom Hybrid / WFH Options Mizuho
and SABR. • Experience/knowledge of FRTB, IRRBB and Risk Models such as Value-at-Risk (VaR) and Stress methodologies.. • Strong mathematical background covering stochastic calculus, statistics, matrix algebra, optimisation methods and interpolation techniques. • Object-oriented programming skills. Preferably Python and or C#, although skills in other languages more »
Greater London, England, United Kingdom Hybrid / WFH Options Albert Bow
with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and Stochastic Calculus Extensive knowledge of derivative products, especially options Strong programming skills in C++ 17/20 or Rust, Python Excellent analytical, communication, and more »
|
Salary Guide Stochastic Calculus London - 25th Percentile
- £81,250
- Median
- £87,500
- 75th Percentile
- £115,625
- 90th Percentile
- £128,750
|