14 of 14 Numerical Analysis Jobs in the UK

Numerical method development for new software products This is an exciting opportunity to use your skills in numerical analysis and numerical methods to develop engineering fluid flow simulation software used widely in industry. With work underway on the next major revision of this software and many … roadmap, there will be plenty of work to keep you engaged. At its core this work requires the creation and modification of numerical methods for solving PDEs and ODEs and therefore requires strong understanding of numerical methods and analysis to produce robust and efficient algorithms. Ultimately your ...

workflow across asset classes.Extending existing test suites, including unit, regression, and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs.Identifying and developing calculation optimization improvementsWorking on documentation.Working with Front Office teams to integrate quant library/technology enhancements into the codebase.Utilizing in-depth … Commodities, FX derivatives.Experience working on Regulatory based projects such as Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage.Solid mathematical finance and statistical analysis skills.Familiarity with Numerical analysis/Monte-Carlo methods.Knowledge of probability and stochastic calculus.What we’ll provide you27 days annual leave (plus bank ...

Income QTR team, you will provide advanced modelling solutions to the Fixed Income business. Your work will combine deep mathematical rigour — stochastic calculus, PDEs, numerical methods and the theory of the term structure — with solid software engineering to deliver best-in-class pricing, risk and hedging models … analytical, pricing and risk-management models for fixed income products, grounded in rigorous mathematics — stochastic processes, martingale pricing, PDE and Monte Carlo methods, and numerical optimisationDevelop analytical risk and sensitivity techniques — closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition and attribution, and efficient hedge construction across curves ...

model validation or front office in an area of electronic trading (either agency or market making)Excellence in probability theory, stochastic processes, statistics, and numerical analysis.Strong understanding of option pricing theory and quantitative models for derivatives. Excellent communication skills (written and verbal)Risk and control-oriented mindset: ability ...

capabilities and operational controls.Build foundational infrastructure to support new product offerings, improve efficiency, and strengthen risk management processes.Provide support to Trading teams through risk analysis and investigations of production trading strategies, ensuring effective risk mitigation and performance attribution.Contribute to the automation ecosystem by delivering end-to-end automation … proficiency in Python.Highly-focused attention to detail and commitment to the quality of deliverables.Solid understanding of advanced mathematics used in financial modeling, including calculus, numerical analysis, optimization, and statistics.Good understanding of the mathematics involved in the valuation of financial products and trading strategies.Exceptional analytical, quantitative, and problem-solving ...

identify and resolve any issues limiting product development.Problem solving; you can break down complex business problems into bite sized chunks.Analysis: you have experience with numerical analysis, you’re comfortable using SQL or Python to dig into the data and drive real-world actions.Working at speed; you make things ...

this role.5+ years of experience in a FO or model risk quantitative role.Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysisMSc, PhD or equivalent in a quantitative disciplineInquisitive nature, ability to ask right questions and escalate issuesExcellent communication skills (written and verbal)Good understanding ...

simulationsDesign, implementation and validation of mathematical modelsUse of modern technologies such as machine learning or big data solutionsAgile full-stack programming of sophisticated solutionsTechnical analysis and implementation of regulatory requirementsAnalysis, conception and digitalisation of processesSelection, parameterisation and integration of systemsIhr ProfilOutstanding university degree (Master/PhD) in physics, mathematics … analytical or technological specialisationEnglish language proficiencyPossess significant IT knowledge coupled with strong programming skillsFamiliar with at least one of the following subjects: mathematical statistics, numerical analysis, simulation techniques (e.g. Monte Carlo), optimisation methods (e.g. simulated annealing), and financial mathematical modellingAbility to work well in a teamAbility to communicate ...

Strong years experience with a cross-asset exposure to derivative products including foreign exchange, interest rate, credit and equity derivatives Partial differential equations and numerical analysis. The Quant Dev will participate in all phases of system development including algorithm design, back testing, integration with other applications and production deployment. ...

Strong years experience with a cross-asset exposure to derivative products including foreign exchange, interest rate, credit and equity derivatives Partial differential equations and numerical analysis. The Quant Dev will participate in all phases of system development including algorithm design, back testing, integration with other applications and production deployment. ...

office quant background, with expertise in interest rates and yield curve calibrationSolid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis, with knowledge of the main instruments used in FICC businessAdvanced coding skills in C++11+, with working knowledge of Python and ExcelA strong ...

risk and usage.Serve as the first point of contact for the coverage area.Required qualifications, capabilities, and skillsExcellence in probability theory, stochastic processes, statistics, and numerical analysis.Strong understanding of option pricing theory and quantitative models for derivatives.Experience with numerical methods such as Monte Carlo and PDE.Strong analytical and problem ...

performance of our client hedge fund portfolios. You will work within the manager research group on all aspects of manager sourcing, due diligence, and analysis of third party relative value and macro hedge funds. You will collaborate with a team of analysts in their ongoing selection of hedge funds … diligence relating to the existing suite of third party funds. In this role, you will be responsible for a significant amount of formal written analysis and project management.Job ResponsibilitiesSource and perform quantitative and qualitative investment due diligence on prospective Relative Value/Macro hedge fund investments and strategiesAnalyze portfolio ...

directly to the CEO of the London office and is responsible for a number of funds and banks. The role combines hands on Quantitative Analysis with an understanding of how to implement this in varying theatres as well as a constant need to develop products.The Junior Quant Analyst will … tier school in Maths Stats, Physics or EngineeringExperience of finance ideally modellingExperience of Derivatives1 years commercial experience in financeStochastic calculusStochastic processesC++Partial differential equations and numerical analysis.VBA, ExcelMy client has a family feel and traditional values but is known as by far the best pricing consultancy in the world. They ...