Our Client is looking to hire a Financial Engineer to work closely with members of QR 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 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.
Key job responsibilities include:
- 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 QR’s need to analyze new products, enhance risk management, and pricing functionality
- Validating and testing 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:
- 3-7 years experience in system analysis, design and programming Python, C++, and Unix scripts with strong emphasis in numerical programming.
- Experience in UNIX, database, Python scripting.
- Demonstrated analytical and problem solving skills required.
- Demonstrated interpersonal, organizational and communication skills required.
- Prior experience with major risk vendor products (e.g. RiskMetrics or Barra) preferred but not required.
- Prior experience with major analytics libraries/platforms (e.g. Fincad, SuperDerivatives, Numerix) preferred but not required.
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
Education:
- Masters Degree in engineering, science, or quantitative field.
If you would like to be considered for the position of Financial Engineer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team.
