Senior Lead Financial Engineer
Core
Translate complex financial models into mathematical specifications and algorithms for an investment management proposal system, bridging investment strategy business units and software engineering teams.
Role type
Senior Lead Financial Engineer (Quantitative)
Builds
Tools for portfolio optimization, risk assessment, and client wealth forecasting
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models
Required skills
Python, R, MATLAB, SQL, Git, Modern Portfolio Theory (MPT), Multi-period asset allocation, Stochastic processes, Statistical simulation techniques
Preferred skills
C#, Java, C++, Object-oriented programming
Responsibilities
Define and document quantitative algorithms for the investment proposal platform, Convert high-level financial models into rigorous mathematical formulas and technical specifications, Own the mathematical integrity of core system features including portfolio optimization and Monte Carlo simulations, Design and execute prototype models to validate algorithmic accuracy, Assist in prioritizing the quantitative roadmap based on business value and technical feasibility
