) qualitatively and semi-quantitatively, quantifying CAPEX & schedule risk exposure using different methods (e.g. Monte Carlo sampling...
, Monte Carlo simulations, or factor-based risk systems. Familiarity with large datasets and scalable analytical pipelines...
statistical or econometric methods such as regression, PCA, optimization, or machine learning. Familiarity with Monte Carlo...
for derivatives. Experience with Monte Carlo and numerical methods. Strong analytical and problem-solving abilities. MSc...
). Familiarity with factor-based or structured product modelling, or experience using Monte Carlo simulations. Exposure to global...
methods such as: Monte Carlo, Optimization algorithms, … . Quantitative finance modelling skills: Stochastic calculus for XVA...
. Exposure to structured finance and credit models, as well as Monte Carlo simulation Real market experience Cross market...
. least-square Monte Carlo, stochastic dynamic programming) Ensure Model Validation work are documented to appropriate standard...
needs. Assist Project Manager in risk management: identifying, prioritising, mitigating, and reporting risks;apply Monte...
to implement Monte Carlo simulations, binomial trees, option pricing models, and securitization waterfall models Leading...