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Financial Engineer
Summary:
The Financial Engineer will work closely with members of Quant Research and the Senior Risk Managers. Key responsibilities will be to provide support and development of risk applications across multiple business lines and aggregated firm level risk. You will utilize primarily C++ and Python to enhance and develop algorithms and models, as well as optimize, monitor and troubleshoot system issues. Development focus will be on portfolio construction and risk management modules.
Responsibilities:
-Be responsible for the development and deployment of new risk analytics and models.
-Provide application and analytics support to Quantitative Researchers, Risk Managers and Traders.
-Implementation and production of the prototype models developed with QR. Maintain and enhance existing risk and portfolio construction analytics for multi asset portfolio(s).
-Develop new financial analytics functions using advanced mathematical skills and business knowledge to support Quant Researcher’s need to analyze new products, enhance risk management, and or pricing functionality.
-Validate and test new risk analytics, valuation models, and optimization methodologies.
-Perform ad-hoc data acquisition, analysis, and reporting tasks to support pricing and risk management decisions.
-Interact with both internal and external group members and business users to help further understanding these new models in the business applications.
Qualifications:
-5-7 years' experience in system analysis, design and programming in C++, Python, and UNIX Scripts with strong emphasis in numerical programming.
-Minimum of 5 years' experience in multi-threaded and real time programming with trading applications
-Experience in UNIX, Database, Scripting (Perl/Python), Matlab/R.
M.S. in a quantitative field, such as economics, finance, operations research, applied mathematics, statistics or computer science.
-Prior experience with major risk vendor products (e.g. RiskMetrics or Barra strongly preferred).
-Prior experience with major analytics libraries/platforms (e.g. Fincad, SuperDerivatives, Numerix strongly preferred).
-Demonstrated analytical and problem solving skills required.
-Demonstrated interpersonal, organizational and communication skills required.
-3-5 years' experience in developing economic and/or financial model and/or financial applications.
Personality Characteristics:
-Passion for solving investment business problems through the use of technology and fundamentals.
-Strong interpersonal and communication skills.
-Strong critical reasoning skills.
-Detail-oriented approach to solving problems.
-Enthusiasm for learning & results oriented.
-Strong work ethic & high degree of integrity.
-Self-starter that demonstrates a strong sense of ownership, execution, and ability to work and deliver results with minimal supervision
-Master's Degree in engineering, science, or mathematics. PhD preferred.
Recruiting
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