Financial Engineer, truView, Vice President
Core
Develop, maintain, and support valuation models for cash and derivative instruments within a multi-asset-class analytics platform serving institutional investors.
Role type
Vice President, Financial Engineer (Risk Modeling)
Builds
Scalable risk measurement platform processing 10M+ daily positions for hedge funds, pension funds, and asset managers
Domain
Institutional finance, quantitative risk analytics, derivatives pricing
Deliverable
production ML models | product features
Required skills
arbitrage-free valuation models, pricing theory of financial derivatives, risk analytics, stress testing, VBA, SQL, C++/C#, Python, R
Preferred skills
exotic interest rate and FX derivatives, inflation derivatives, securitized products
Responsibilities
Proof of concept for new modeling methods, definition and evaluation of required market data, prototyping of new or enhanced models, formulations of model specs for implementation, testing of new model implementations, production support of new and existing models, design and maintain economics scenarios
Seniority
VP, hands-on IC with team management
