Western Asset

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Financial Engineer

Financial Engineer

Location 
US-CA-Pasadena
Category 
Information Technology - Applications Development

Opportunity Details

Overview

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.

Responsibilities

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. 

Qualifications

  • Develop efficient, flexible and supportable software for portfolio risk calculations
  • Develop automated testing code for continuous integration
  • Document technical requirements/design, systematic diagrams, flow charts, etc.
  • Demonstrate software design and computational results to business and peers
  • Explore and articulate new design/programming techniques in solving business problems
  • Support production system by researching, diagnosing, and rectifying issues
  • Promptly escalate production issues

 

Competencies:

 

Programming Skills

  • Fluent with Python, R, SAS, Julia, or any other statistical programming languages
  • Good knowledge of object-oriented and/or functional programming paradigms
  • Ability to write non-trivial SQL queries
  • Machine learning experience a plus!

 

Financial Knowledge

  • Strong knowledge of fixed income market, instruments, and analytics
  • Strong knowledge of security valuation principles and methods
  • Solid understanding of time series analysis

 

Leadership Skills

  • Strong analytic and problem solving skills
  • Excellent interpersonal skills, including verbal and written communication skills
  • Self-motivated, detail-oriented, and able to perform in a fast-paced, high-pressure team environment
  • Constantly stretching to achieve best results and is not afraid to challenge the status quo
  • Must be team-player!

 

 

Academic Qualifications (minimum requirements):

Master of Financial Engineering or equivalent education

 

 

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