26 to 33 of 33 Stochastic Calculus Jobs in the UK

be responsible for designing, developing, and optimizing high-performance, low-latency trading infrastructure and quantitative models within a hedgefund in London. This role focuses on implementing models related to Stochastic Processes & Probabilistic Modeling, ensuring their efficient execution within a real-time trading environment. The developer will work closely with quantitative researchers and traders to translate mathematical concepts into robust … Responsibilities Infrastructure Development: Build and maintain critical low-latency trading infrastructure components using modern C++ standards (C++17/20). Quantitative Model Implementation: Translate quantitative models, particularly those involving stochastic processes (e.g., Brownian motion, jump-diffusion models, Ito processes), into highly efficient and accurate C++ code. Performance Optimization: Identify and resolve performance bottlenecks in existing and new systems, focusing … Synchronization Primitives (Mutexes, Semaphores, Monitors, Locks), Deadlocks and Deadlock Prevention/Detection/Avoidance, and Condition Variables. Quantitative Finance Knowledge: Solid understanding of quantitative finance concepts, including probability theory, stochastic calculus, and financial derivatives. Specific experience with stochastic processes is essential. Performance Tuning: Experience with performance profiling tools and optimization techniques. Operating Systems: Experience with Linux/ More ❯

Understanding and improving the mathematical framework supporting the FE tools Researching and testing new methodologies What We Need From You STEM degree; e.g. Maths, Physics, Engineering Strong understanding of stochastic calculus and numerical analysis Experience in numerical simulations: differential equations and Monte Carlo Experience with any programming languages; e.g. Python, Matlab/Octave (willing to learn and work More ❯

to work well with both business managers, traders and developers Technical: Strong programming skills in Python or Java. Experience in creating libraries, restful services. Solid grasp of numerical methods, stochastic calculus, and financial mathematics. Familiarity with market data feeds, curve construction, and calibration techniques. Strong differentiators: Experience with Alib or Kalotay Experience with Redis, Fast API, Dash, Streamlit More ❯

and complex rates derivatives and cash products. Solid programming skills in an analytics library and advanced numerical skills, both in Python and in C++. Knowledge of advanced mathematics including stochastic calculus. Nice-to-have Advanced degree in a highly numerate discipline Knowledge of risk managements systems Knowledge of derivatives in other asset classes than interest rates and their valuation More ❯

to work well with both business managers, traders and developers Technical: Strong programming skills in Python or Java. Experience in creating libraries, restful services. Solid grasp of numerical methods, stochastic calculus, and financial mathematics. Familiarity with market data feeds, curve construction, and calibration techniques. Strong differentiators: Experience with Alib or Kalotay Experience with Redis, Fast API, Dash, Streamlit More ❯

quality codebase and testing framework What we’re looking for: Strong front office quant background, with expertise in interest rates and yield curve calibration 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 Advanced coding skills in C++11+ , with working knowledge of More ❯

involvement in curve construction and modeling What We’re Looking For Strong front office quant background, with deep expertise in interest rates, yield curve calibration , and classical quantitative finance (stochastic calculus, PDEs, no-arbitrage valuation, numerical analysis) Proven experience implementing models in a front office C++ library (C++11+), not just using implementations from other teams Familiarity with Python More ❯

involvement in curve construction and modeling What We’re Looking For Strong front office quant background, with deep expertise in interest rates, yield curve calibration , and classical quantitative finance (stochastic calculus, PDEs, no-arbitrage valuation, numerical analysis) Proven experience implementing models in a front office C++ library (C++11+), not just using implementations from other teams Familiarity with Python More ❯