The Financial Engineer is a key member of the team for development and support of the firm’s proprietary analytics and risk management systems. The individual is hands-on and works closely with the Quantitative Analytics & Risk Modeling (QARM) and Risk Information Group (RIG) to understand requirements, design and develop robust and efficient solutions.
The Financial Engineer should have a keen understanding of fixed income markets and portfolio construction. The individual is math-savvy and use quantitative programming techniques to solve problems at a large scale. He/she should be naturally curious about how risk analysis is performed for multi-asset portfolios and is keen on building mission-critical and high performance systems.
Along with the specified responsibilities and competencies, we are looking for an individual who possesses a positive, action-oriented attitude and understands the importance of taking initiatives within a team environment. The optimal candidate has the interest to pursue a career in quantitative programming in the investment management business.
Master of Financial Engineering or equivalent education