Senior Financial Engineer - Quantitative Pricing & Risk Analytics
Core
Develop and implement quantitative models for pricing and risk management of financial instruments across multiple asset classes, including derivatives, using modern AI technologies.
Role type
Senior Financial Engineer (Quantitative Pricing & Risk Analytics)
Builds
Production-quality pricing and risk systems for complex investment portfolios
Domain
Financial Technology / Quantitative Finance
Deliverable
production ML models
Required skills
Derivatives pricing, Mathematical finance, Numerical methods, Market risk methodologies, C#, C++, Python, Object-oriented programming, Numerical computing, Automated testing
Preferred skills
Credit derivatives, AI-assisted software development tools, Large language models (LLMs), Retrieval-augmented generation (RAG), Knowledge graphs
Technologies
C#, C++, Python, GitHub Copilot, LLMs, RAG, Vector search
Responsibilities
Research and implement models for pricing and risk management; Develop analytics using Monte Carlo simulation, trees/lattices, and PDE methods; Translate quantitative models into robust, scalable software; Validate models through numerical testing and benchmarking; Investigate complex model problems; Collaborate with product and engineering teams; Produce technical documentation and white papers; Use AI tools to accelerate research and coding workflows.
Seniority
Senior, hands-on IC