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About the Role

The Financial Engineering team is responsible for the development, maintenance, and ongoing support of valuation models for cash and derivative instruments used in truView, a multi-asset-class analytics platform. This includes representations of trades, market data, analytics output, and model performance. The team also communicates with stakeholders to ensure models are documented, understood, and updated.

Responsibilities

Proof of concept for new modeling methods
Definition and evaluation of required market data
Prototyping of new or enhanced models
Formulations of model specs for implementation by developers
Testing of new model implementations
Production support of new and existing models
Design and maintain economics scenarios
Assisting on building new infrastructure of the product
Communication with internal and external stakeholders on modeling choices
Manage a small group typically focused on a group of related products
Collaborate on important projects as needed
Delivery of scalable approaches to production in a timely fashion
Ensure quality and consistency of model results
Ensure robustness within a highly automated platform

Requirements

Extensive knowledge of and experience with the pricing theory of a variety of financial derivatives
6+ years in quantitative risk-related positions, including arbitrage-free valuation models
Extensive familiarity with industry standard risk analytics and stress testing methods
Comfort with VBA and SQL
Familiarity with C++/C#, Python, R
Communications skills appropriate for support of coworkers located in a variety of global locations
Excellent problem solver
Proactive in raising questions and independent in executing daily job
Supportive team leader, able to foster employee growth in a diverse environment
Strong focus on quality and on addressing client needs

Skills

VBA
SQL
C++
C#
Python
R
Financial Derivatives Pricing
Quantitative Risk
Arbitrage-Free Valuation Models
Risk Analytics
Stress Testing Methods

Experience Level

Education Level

Graduate degree in finance, financial engineering, mathematical finance, statistics, econometrics or similar

Benefits

Inclusive development opportunities
Flexible work-life support
Paid volunteer days
Vibrant employee networks

About the Company

Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability.
We keep our clients at the heart of everything we do, and smart, engaged employees are essential to our continued success.
We are committed to fostering an environment where every employee feels valued and empowered to reach their full potential.

Equal Opportunity

As an Equal Opportunity Employer, we consider all qualified applicants for all positions without regard to race, creed, color, religion, national origin, ancestry, ethnicity, age, disability, genetic information, sex, sexual orientation, gender identity or expression, citizenship, marital status, domestic partnership or civil union status, familial status, military and veteran status, and other characteristics protected by applicable law.