Job description

Position: Junior Financial Engineer/Quantitative Developer

Location: Remote anywhere in the US

Duration: C2H (up to 18 months on contract)

Overview:

An industry-leading fintech company is integrating and developing their financial engines for their Risk & Finance Solutions foundation. The engines leverage modern architecture and methods that allow for modular development and scaling. This is a core financial engineering role in our quantitative development team. This role impacts the organization by improving the quality and time-to-market of financial engines through a combination of both analytical and software development skillsets. This person will learn to develop financial models (BK, HW, SABR, LMM, Heston, etc.) and implement pricing algorithms for various structured notes and derivatives.

This person needs to have proficiency in C++, a strong academic mathematics foundation, and a quantitative finance certification (or equivalent training). Familiarity with implementing complex, large-scale analytics in the financial sector is also required. To be successful in the role, this person should have a good understanding of advanced quantitative techniques and methods, probability, and econometrics and be passionate, curious, and eager-to-learn.

Key responsibilities:

• Apply advanced analytics to build/improve financial engines (experience in parallel/distributed computation is a plus)
• Collaborate with the research teams to develop, validate, and implement new ideas with a proof-of-concept, prototype, and production solutions
• Partner with Quantitative Financial Analysts who will develop test plans and testing automation
• Work with software engineering and foundation teams to understand and leverage the cloud architecture and software development best practices

Must Haves:

• BS or higher in a quantitative from a top tier university
• CFA, FRM, CAIA, or CQF certification or equivalent training
• 2+ years of professional experience in a quantitative environment
• High-level proficiency in C++
• Strong foundation in mathematics: differential equations, stochastic process, programming, etc.
• Exposure to interest rate modeling, fixed income, and/or related financial theory
• Strong quantitative skills and complex analytical problem-solving ability
• Ability to effectively communicate with multiple stakeholders including fundamental and quantitative researchers, technology partners, and senior management

Plusses:

• Experience building financial models (BK, HW, SABR, LMM, Heston, or related)
• Experience implementing pricing algorithms for various structured notes and derivatives
• Master’s in Financial Engineering (MFE) from a top tier university

Job Types: Contract, Full-time

Pay: $100,000.00 - $130,000.00 per year

Benefits:

• 401(k)
• Dental insurance
• Health insurance
• Vision insurance

Schedule:

• 8 hour shift

Application Question(s):

• Have you been exposed to interest rate modeling and/or fixed income?
• Do you have one or more of the certifications: CFA, FRM, CAIA, or CQF?

Experience:

• C++: 2 years (Preferred)

Work Location: Remote

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