5 of 5 Remote Stochastic Calculus Jobs in London

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 ❯

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 ❯

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 ❯

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 ❯