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 probabilitytheory 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 ❯
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 ❯
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 Probabilitytheory - 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 ❯
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 probabilitytheory, 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 ❯
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 probabilitytheory 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 ❯
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 probabilitytheory 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 ❯
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 probabilitytheory 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 ❯
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 probabilitytheory 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 ❯
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 Probabilitytheory - 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 ❯
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 probabilitytheory, 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 ❯
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 probabilitytheory, 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 ❯
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 probabilitytheory, 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 ❯
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 probabilitytheory 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 ❯
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 probabilitytheory 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 ❯
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 probabilitytheory 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 ❯
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 probabilitytheory 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 ❯
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 ❯
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 ❯
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 probabilitytheory 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, probabilitytheory) 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 theoryMore ❯
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 probabilitytheory 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 ❯
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 probabilitytheory 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 ❯
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 ProbabilityTheory, 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 ❯
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, ProbabilityTheory 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 ❯
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 Probabilitytheory - 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 ❯
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 Probabilitytheory - 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 ❯