2 Stochastic Calculus Jobs in London with Remote Work Options

and SABR. • Experience/knowledge of FRTB, IRRBB and Risk Models such as Value-at-Risk (VaR) and Stress methodologies.. • Strong mathematical background covering stochastic calculus, statistics, matrix algebra, optimisation methods and interpolation techniques. • Object-oriented programming skills. Preferably Python and or C#, although skills in other languages more »

with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and Stochastic Calculus Extensive knowledge of derivative products, especially options Strong programming skills in C++ 17/20 or Rust, Python Excellent analytical, communication, and more »