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Financial Engineer
3 weeks ago
Financial Engineer will work with the team on various key projects ranging from structuring, valuation, quantitative advisory services, counterparty risk, market risk, ESG, etc.
**Essential Duties and Responsibilities**:
- Structure real-world examples of trades and perform valuation and/or risk analytics tasks using Numerix CrossAsset library and other Numerix Products and tools.
- Work with the team on various key projects ranging from structuring, valuation, quantitative advisory services, counterparty risk, market risk, ESG, etc..
- Write Requirements Definition (RD) and Product Specifications for Analytics and Risk across multiple asset classes such as IR/CC/INF/CR/EQ/FX/CMDT/HYBRID.
- Work as liaison between Customers and Internal Numerix teams (Sales, Business Analyst, PDM, Quantitative Research, Quantitative Development, Implementation, Support, Training, Documentation, QA ).
- Design and perform FE testing on models (calibration and pricing) and risks across multiple asset classes on various Numerix Products.
- Provide consulting and professional services for clients using Numerix products for integrated/independent pricing and risk analytics system.
**Qualifications**:
- 2-5 years of working experience as a financial engineer, desk quant, strategist, structure or model validation quant in major banks, hedge funds, insurance, asset management, consulting firms or analytics firms.
- MSc or PhD (preferred) in Mathematics, Financial Engineering, Finance, Econometrics, Statistics, Computer Science, Physics, Actuarial Science or related field. Professional certifications a plus.
- Good knowledge and/or hands-on working experiences in derivative pricing models and instruments across interest rate, cross-currency, credit, inflation, equity, foreign exchange, commodity, insurance, and hybrid products.
- Good knowledge and/or hands-on working experiences in counterparty credit risk (such as AMC, CVA, DVA, BCVA, FVA, PFE, EPE, EEPE, incremental CVA, collateral, netting, CSA, CVA VaR, PD, EAD, credit models, Basel III, Economic Capital, CCAR) and/or market risk (such as VaR methodologies (parametric, historical, and Monte Carlo), incremental VaR, marginal VaR, stressed VaR, backtesting, Basel II, scenario generation, PCA, Volatility forecasting ).
- Strong Derivatives pricing knowledge. Cross-asset or Economic Scenario Generation (real world and risk neutral) experience is a plus.
- Strong mathematical skills including stochastic calculus, numerical methods (Tree, PDE), Monte Carlo simulation, probability and statistics, linear algebra, time series analysis, or actuarial analysis; and financial modeling, or quantitative/engineering related research.
- Good hands-on experience with Excel, VBA and python programming languages.
- Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.
**Education**:
Master’s Degree or better in Mathematics or related field.
**Experience**:
2-5 years: Working experience as a financial engineer, desk quant, strategist, structure or model validation quant in major banks, hedge funds, insurance, asset management, consulting firms or analytics firms.
