Senior Financial Engineer – Quantitative Pricing & Risk Analytics
Core
Develop production-quality software for pricing and risk analytics across multiple asset classes, integrating modern AI tools into quantitative research workflows.
Role type
Senior Financial Engineer (Quantitative Pricing & Risk)
Builds
Robust, scalable pricing and risk management systems for financial institutions
Domain
Financial Technology / Quantitative Finance
Deliverable
production ML models | product features
Required skills
Derivatives pricing, numerical methods (Monte Carlo, PDE, optimization), C# or C++, Python, software engineering, model calibration, market risk analysis
Preferred skills
Credit derivatives, AI-assisted development tools (Copilot), LLMs, RAG, agentic workflows, knowledge graphs
Technologies
C#, C++, Python, Monte Carlo simulation, PDE solvers, optimization libraries, LLMs, RAG
Responsibilities
Research and implement pricing/risk models for derivatives; Develop analytics using numerical methods; Translate quantitative models into production software; Validate models via benchmarking and testing; Collaborate with product and client teams; Investigate complex model problems; Produce technical documentation; Explore AI applications in quantitative workflows