pde jobs
1-10 of 39 jobsCity of London England - London
Company: Selby JenningsSalary: GBP0 per annum
calibration to swaptions and both PDE and Monte Carlo pricing engines which are used in production for all commodity exotics in the bank. HJM and factor models, including Gabillon - calibration and implementation of simple moment... matching techniques for Asians and swaptions. Barrier options - PDE and Monte Carlo models Implementation of pricing and risk management framework for commodity investor products PhD/MSc in a Mathematical Subject Strong Programming
Contract: Permanent
London Greater London | London Jobs
Company: Selby JenningsSalary: £85,000 - £100,000
. Implement calibration to swaptions and both PDE and Monte Carlo pricing engines which are used in production... and implementation of simple moment matching techniques for Asians and swaptions. Barrier options - PDE and Monte
Contract: Permanent
calibration to swaptions and both PDE and Monte Carlo pricing engines which are used in production for all commodity exotics in the bank. HJM and factor models, including Gabillon - calibration and implementation of simple moment... matching techniques for Asians and swaptions. Barrier options - PDE and Monte Carlo models Implementation of pricing and risk management framework for commodity investor products PhD/MSc in a Mathematical Subject Strong Programming
Contract: PERMANENT
London
Company: Selby JenningsSalary: £55,000-£65,000 base
Qualifications * Expertise in building models in Excel and VBA * Solid practical and theoretical knowledge of mathematical finance: Probability, Stochastic Calculus, Stochastic Volatility, PDE’s etc. * Experience working within the FX
Contract: Employee
International
Company: Selby JenningsSalary: Negotiable
with Exotics and other structured exotic products including Interest Rates, Equities, Commodities and FX. · PhD from a top university/school · Extensive knowledge in production mathematics including stochastic calculus, PDE
Contract: Permanent
International
Company: Selby Jennings SolutionsSalary: Competitive
with Exotics and other structured exotic products including Interest Rates, Equities, Commodities and FX. · PhD from a top university/school · Extensive knowledge in production mathematics including stochastic calculus, PDE
Contract: Permanent
& structured products including a strong understanding of pricing techniques and lifecycle management issues. • Comprehensive understanding of quant finance methods such as Monte Carlo simulations, PDE’s, Volatility • Strong analytical
Contract: PERMANENT
London Greater London | London Jobs
Qualifications * Expertise in building models in Excel and VBA * Solid practical and theoretical knowledge of mathematical finance: Probability, Stochastic Calculus, Stochastic Volatility, PDE�s etc. * Experience working within the FX
London Greater London | London Jobs
Company: Selby JenningsSalary: £55,000 - £65,000 base
and sales teams Qualifications Expertise in building models in Excel and VBA Solid practical and theoretical knowledge of mathematical finance: Probability, Stochastic Calculus, Stochastic Volatility, PDE`s etc. Experience working
Contract: Permanent
City of London
Company: Aston CarterSalary: £60000 - £100000 per annum
C++, COM, .NET, C#, Perl, FO Banking, EQD, Agile/RAD, Monte Carlo simulations, PDE’s, Volatility Equity Derivatives is a vibrant and exciting business which is undergoing spectacular growth at my client in terms of trading
Contract: Permanent