Lead Engineer - Financial Engineering Solutions
Austin, TX 78707
Position Description: Lead Engineer (FES)
Our Client is a global investment solutions provider with more than 2, 200 dedicated professionals in 12 countries focused on a single mission: to manage risks and deliver returns for our clients.
- Focus on the development of operations/data management policies, strategies and operational guidelines for the organization' s various financial products as they relate to the analysis, tracking, and reporting of various risk metrics.
- Work with large, complex data sets; solve difficult, non-routine analysis problems, applying advanced analytical methods as needed. Conduct end-to-end analysis that includes data gathering and requirements specification, processing, analysis, ongoing deliverables, and presentations.
- Build and prototype analysis pipelines iteratively to provide insights at scale. Develop comprehensive understanding of Quant data structures and metrics
Work closely with financial engineers to identify opportunities for, design and assess improvements to model validation processes.
- Research and develop analysis, forecasting, and optimization methods to improve the quality of inputs to the model, risks produced by Analytics’ models
- Principles of mathematical, statistical, and financial modeling
- Time-series and large datasets analysis
- Mathematical modeling including analytical derivations and numerical simulations
- Experience with SQL
- One of the following technologies: C++, Python
- Knowledge of Fixed Income products
- Acquaintance with Bloomberg terminal
- Algorithms and numerical methods, linear algebra and Partial Differential Equation numerical solvers
- Experience with SAS, R
Education Qualification (Must)
- A Master Degree in Computer Science/Mathematics/Statistics or Quantitative finance; CFA a plus