2 of 2 Monte Carlo Method Jobs in the South West

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 ...

discipline. Experience leading technical delivery teams within the UK Defence or Aerospace sectors. Experience in the practical application of mathematical techniques such as Monte Carlo simulation or Bayesian inference. Experience working with MoD assessment frameworks and an understanding of the UK Defence Science and Technology ...