Probability Theory Jobs in England

1 to 25 of 33 Probability Theory Jobs in England

Quantitative Sports Analyst

London, England, United Kingdom
Mustard Systems Ltd
re looking for: A 1st class mathematics-based degree from a top university or a 2:1 from Oxbridge A solid understanding of the fundamentals of statistical prediction and probability theory including, for example, an in-depth knowledge of regression and model fitting Intellectual curiosity, creativity and confidence to try new approaches Excellent problem solving and communication skills More ❯
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Quantitative Sports Analyst

London, England, United Kingdom
Mustard Systems
models Requirements What we're looking for: A 1st class degree from a top university or a 2:1 from Oxbridge. A Masters level degree in either Statistics or Probability Theory. Intellectual curiosity, creativity and confidence to try new approaches. Excellent problem solving and communication skills. An interest in sports or competitive games. Work on cutting-edge systems in More ❯
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Assistant Vice President, Model Risk Quantitative Analyst

London, England, United Kingdom
MUFG Americas
credit risk models Derivatives pricing models Optional: Capital models (Economic/Regulatory) Corporate credit risk models (IRB, PD/LGD/EAD) Competencies: Essential: Good background in Math and Probability theory - applied to finance. Good knowledge of Data Science and Statistical inference techniques. Good understanding of financial products. Good programming level in Python or R or equivalent. Good More ❯
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Model Risk Associate/Vice President

London, England, United Kingdom
J.P. Morgan
on model risk and usage. Maintain model risk control apparatus and serve as the first point of contact for the coverage area. Required Qualifications, Capabilities, and Skills Excellence in probability theory, stochastic processes, statistics, and numerical analysis. Strong understanding of option pricing theory and quantitative models for derivatives. Experience with Monte Carlo and numerical methods. Strong analytical More ❯
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Quantitative Researcher, Systematic Equities

London, England, United Kingdom
Millennium Management
Statistics, or related STEM field from top ranked University Expert in Python (KDB/Q is a plus) Demonstrated knowledge of quantitative finance, mathematical modelling, statistical analysis, regression, and probability theory Excellent communication, problem-solving, and analytical skills, with the ability to quickly understand and apply complex concepts Preferred Experience: 3+ years of experience working in a systematic More ❯
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Quantitative Developer, Systematic Equities

London, England, United Kingdom
Millennium Management
tools Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, or related STEM field from top ranked University Proficient in quantitative analysis, mathematical modelling, statistics, regression, and probability theory Proficient in professional software development methodologies, version control systems, unit testing and debugging tools, and micro-services architecture Excellent communication, problem-solving, and analytical skills, with the More ❯
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C++ QD – Algo Volatility Trading

London, England, United Kingdom
Oxford Knight
experience using modern C++ (at least C++17, ideally later) Deep-level understanding of financial markets (equities, derivatives, options, futures) is crucial Proficiency in quantitative analysis, mathematical modeling, statistics, and probability theory Knowledge of options and products traded by volatility traders, e.g. Equity Options, Index Options, Variance/Volatility Swap At least a bachelor’s degree in Maths, Computer More ❯
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Product Analyst

London, England, United Kingdom
BV Group
the reporting estate for the Product teams. Person Profile Strong applied statistics, including experimental design and analysis, cross-sectional and time-series data analysis techniques, and familiarity with regular probability theory and concepts. Strong skills in R or Python, or similar open-source data manipulation and analysis tools. Strong data and analytical skills, including the ability to identify More ❯
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Assistant Vice President, Model Risk Quantitative Analyst

London, England, United Kingdom
MUFG
credit risk models Derivatives pricing models Optional: Capital models (Economic/Regulatory) Corporate credit risk models (IRB, PD/LGD/EAD) Competencies: Essential: Good background in Math and Probability theory - applied to finance. Good knowledge of Data Science and Statistical inference techniques. Good understanding of financial products. Good programming level in Python or R or equivalent. Good More ❯
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Quant Model Risk Vice President

London, England, United Kingdom
JPMorganChase
on a regular basis Manage and develop junior members of the team. Required Qualifications, Capabilities, And Skills Significant experience in a FO or model risk quantitative role. Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis MSc, PhD or equivalent in a quantitative discipline Inquisitive nature, ability to ask right questions and escalate issues … Excellent communication skills (written and verbal) Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives) Good coding skills, for example in C/C++ or Python Preferred Qualifications, Capabilities, And Skills Experience with interest rates derivatives About Us J.P. Morgan is a global leader in financial services, providing strategic advice and products to the More ❯
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Sports Quant

City of London, London, United Kingdom
Hybrid / WFH Options
Harrington Starr
of data scientists and sports analysts, as well as having the freedom to explore and develop individual ideas. Requirements 3+ years of experience in predictive modelling, machine learning, and probability theory, preferably in the sports or gaming/betting industries. Familiarity with techniques such as Monte Carlo simulation, Bayesian modelling, mixed effects models, Kalman filters, GLMs, and time More ❯
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Sports Quant

London Area, United Kingdom
Hybrid / WFH Options
Harrington Starr
of data scientists and sports analysts, as well as having the freedom to explore and develop individual ideas. Requirements 3+ years of experience in predictive modelling, machine learning, and probability theory, preferably in the sports or gaming/betting industries. Familiarity with techniques such as Monte Carlo simulation, Bayesian modelling, mixed effects models, Kalman filters, GLMs, and time More ❯
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Lead Quantitative Analyst | London, UK

London, England, United Kingdom
Intercontinental Exchange
Global Quantitative Research team to lead the design and implementation of advanced quantitative models for pricing, volatility surfaces, and risk management. Utilize 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. Collaborate across business lines, including Clearing, Exchange, and … meet research and operational needs. Knowledge and Experience Master's or PhD in Computer Science, Mathematics, Statistics, or related fields. Expertise in advanced mathematics such as stochastic calculus and probability theory. Exceptional quantitative and analytical skills. Extensive experience with C++ and Python. Strong verbal and written communication skills in English. Preferred Experience in options pricing theory. Experience in Data More ❯
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Senior Quantitative Analyst | London, UK

London, England, United Kingdom
Intercontinental Exchange
concisely is 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 specifications for model upgrades and enhancements. Build models … of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models preferred Preferred Strong C++ knowledge Work experience in options pricing theory Work experience in Data Analytics and Machine Learning 1 Years of experience in a related field. More Jobs From Intercontinental Exchange Boost your career Find thousands of job opportunities More ❯
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Junior Quantitative Developer

City of London, London, United Kingdom
Hybrid / WFH Options
Firinne Solutions
in a Linux environment. Desirable Skills History of performance testing and benchmarking using tools such as perf and valgrind Comfortable exploring compiler assembly output Knowledge of statistical modelling and probability theory Interested in sports Familiarity with sport betting Why Join Be part of a leading company in the gaming and gambling industry. Work on cutting-edge technology and More ❯
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Junior Quantitative Developer

London Area, United Kingdom
Hybrid / WFH Options
Firinne Solutions
in a Linux environment. Desirable Skills History of performance testing and benchmarking using tools such as perf and valgrind Comfortable exploring compiler assembly output Knowledge of statistical modelling and probability theory Interested in sports Familiarity with sport betting Why Join Be part of a leading company in the gaming and gambling industry. Work on cutting-edge technology and More ❯
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Quantitative Developer/Researcher – Tier 1 Hedge Fund - Systematic Fixed Income Buildout – Discrete search - Excellent Compensation + Benefits

London Area, United Kingdom
Mondrian Alpha
frameworks such as multiprocessing or multithreading. Solid understanding of modern software development practices, including version control, unit testing, and debugging. Strong foundation in quantitative analysis, statistics, mathematical modelling, and probability theory. Excellent problem-solving and communication skills, with the ability to quickly understand and navigate complex systems. To apply, either respond to this advert or send your CV directly More ❯
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Quantitative Developer/Researcher – Tier 1 Hedge Fund - Systematic Fixed Income Buildout – Discrete search - Excellent Compensation + Benefits

City of London, London, United Kingdom
Mondrian Alpha
frameworks such as multiprocessing or multithreading. Solid understanding of modern software development practices, including version control, unit testing, and debugging. Strong foundation in quantitative analysis, statistics, mathematical modelling, and probability theory. Excellent problem-solving and communication skills, with the ability to quickly understand and navigate complex systems. To apply, either respond to this advert or send your CV directly More ❯
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Lead Quantitative Analyst

London, United Kingdom
Intercontinental Exchange Holdings, Inc
Global Quantitative 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. Collaborate across business lines, including Clearing, Exchange, and … both research needs 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 Work experience in options pricing theory More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Senior Quantitative Analyst

London, United Kingdom
Intercontinental Exchange Holdings, Inc
concisely is 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 specifications for model upgrades and enhancements. Build models … of work experience in quantitative finance fields from financial institutions, with proven record designing or implementing quantitative finance models preferred Preferred Strong C++ knowledge Work experience in options pricing theory Work experience in Data Analytics and Machine Learning 1 Years of experience in a related field. More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Quantitative Analyst

Greater London, England, United Kingdom
Venture Up
you will need: A 1st class mathematics-based degree from a top university or a 2:1 from Oxbridge A solid understanding of the fundamentals of statistical prediction and probability theory including, for example, an in-depth knowledge of regression and model fitting Intellectual curiosity, creativity and confidence to try new approaches An interest in sports or competitive More ❯
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Principal Data & AI Consultant

London, England, United Kingdom
Ciklum
you think you're a good fit! General technical requirements: BSc, MSc, or PhD in Mathematics, Statistics, Computer Science, Engineering, Operations Research, Econometrics, or related fields Strong knowledge of Probability Theory, Statistics, and a deep understanding of the Mathematics behind Machine Learning Proficiency with CRISP-ML(Q) or TDSP methodologies for addressing commercial problems through data science or More ❯
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Senior Game Mathematician

London, England, United Kingdom
Hybrid / WFH Options
Push Gaming
our own high standards. Requirements: Solid experience in slot game mathematics University Degree in Mathematics or other numerate discipline such as Statistics, Physics or Engineering. Good knowledge of Combinatorics, Probability Theory and Quantitative Analysis. Good knowledge of Microsoft Excel Good knowledge of programming Attention to detail Well organised Team player Fluency in English Nice to have: OOP experience More ❯
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Model Risk Quant - AVP

London Area, United Kingdom
Morgan McKinley
credit risk models Derivatives pricing models Optional: Capital models (Economic/Regulatory) Corporate credit risk models (IRB, PD/LGD/EAD) Competencies: Essential: Good background in Math and Probability theory - applied to finance. Good knowledge of Data Science and Statistical inference techniques. Good understanding of financial products. Good programming level in Python or R or equivalent. Good More ❯
Posted:

Model Risk Quant - AVP

City of London, London, United Kingdom
Morgan McKinley
credit risk models Derivatives pricing models Optional: Capital models (Economic/Regulatory) Corporate credit risk models (IRB, PD/LGD/EAD) Competencies: Essential: Good background in Math and Probability theory - applied to finance. Good knowledge of Data Science and Statistical inference techniques. Good understanding of financial products. Good programming level in Python or R or equivalent. Good More ❯
Posted:
Probability Theory
England
25th Percentile
£72,500
Median
£75,000
75th Percentile
£77,500