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 »
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 »
City Of London, England, United Kingdom Hybrid / WFH Options
Quant Capital
industry experts. The Role Working individually and with developers to create, develop and implement complex pricing and risk models for multi asset products Use stochasticcalculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms for quantitative analysis. Develop production-ready code using object-orientated programming Skills 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 »
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 »
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 »
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 »
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 »
