Senior Lead Financial Engineer
Core
Translate complex financial models into mathematical specifications and algorithms for an investment management proposal system.
Role type
Senior Lead Financial Engineer (Quantitative)
Builds
Portfolio optimization, risk assessment, and client wealth forecasting tools
Domain
Investment Management / Quantitative Finance
Deliverable
production ML models
Required skills
Python, R, MATLAB, SQL, Git, Monte Carlo simulations, Modern Portfolio Theory (MPT), stochastic processes, statistical simulation techniques
Preferred skills
C#, Java, C++, object-oriented programming, wealth management platform experience
Responsibilities
Define and document quantitative algorithms, convert financial models to technical specs, validate algorithmic accuracy via prototype models, participate in Agile sprint planning and code reviews, assist in prioritizing the quantitative roadmap