Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
dependent option models and SABR. Experience/knowledge of Risk Models such as Value-at-Risk (VaR) and Stress methodologies. Strong mathematical background covering stochasticcalculus, statistics, matrix algebra, optimisation methods and interpolation techniques. Object-oriented programming skills. Preferably Python and or C#, although skills in other languages more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
Financial Engineering, Computer Science, or a related quantitative field. Technical Expertise : Exceptional proficiency in Python and familiarity with advanced quantitative and statistical techniques, including stochasticcalculus, Monte Carlo simulations, and time series analysis. Specialized Knowledge : A strong grasp of financial mathematics, energy markets, and trading principles is highly more »
and SABR. • Experience/knowledge of FRTB, IRRBB and Risk Models such as Value-at-Risk (VaR) and Stress methodologies.. • Strong mathematical background covering stochasticcalculus, statistics, matrix algebra, optimisation methods and interpolation techniques. • Object-oriented programming skills. Preferably Python and or C#, although skills in other languages more »
Chicago, Illinois, United States Hybrid / WFH Options
Request Technology
/or scientific computing. Financial products: understanding of markets and financial derivatives in equities, interest rate, and commodity products. Financial mathematics: derivatives pricing models, stochasticcalculus, statistics and probability theory, linear algebra. Responsibilities This role is responsible for one or more functions within Quantitative Risk Management (QRM) who more »
Chicago, Illinois, United States Hybrid / WFH Options
Request Technology - Robyn Honquest
plus: understanding of markets and financial derivatives in equities, interest rate, and commodity products. Background in Financial mathematics is a plus: derivatives pricing models, stochasticcalculus, statistics and probability theory, linear algebra. Technical Skills: Proficiency in Java (preferred) or another object-oriented language is required, including effective application more »
Greater London, England, United Kingdom Hybrid / WFH Options
Albert Bow
with analytics across business lines Contribute to pricing framework, model validation, and regulatory compliance Candidate Profile: Proficiency in numerical methods including Monte-Carlo and StochasticCalculus Extensive knowledge of derivative products, especially options Strong programming skills in C++ 17/20 or Rust, Python Excellent analytical, communication, and more »
