for derivatives. Experience with Monte Carlo and numerical methods. Strong analytical and problem-solving abilities. MSc...
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...
to implement Monte Carlo simulations, binomial trees, option pricing models, and securitization waterfall models Leading...
we use to produce Monte Carlo simulations, such as Primavera Risk Analysis, Predict! and RiskHive Arrisca. Experience...
we use to produce Monte Carlo simulations, such as Primavera Risk Analysis, Predict! and RiskHive Arrisca. Experience...
to produce Monte Carlo simulations, such as Primavera Risk Analysis, Predict! and RiskHive Arrisca. Experience at project level...
, SQL, with modelling concepts such as Monte-Carlo simulation Experience working as an actuary, catastrophe modelling, CAT...
. Pricing Strategy & Modelling Lead the development and enhancement of pricing models, including historical, Monte Carlo...