3 of 3 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 ...

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 optimisation Develop analytical risk and sensitivity techniques - closed-form and adjoint/algorithmic-differentiation Greeks, risk decomposition and attribution, and efficient hedge construction across ...

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 … 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 ...