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A leading global software solutions firm is seeking a cross dimensional financial engineer who is apt for a challenging and client facing quantitative role. The team provides various quantitative and risk management solutions for top asset managers and hedge funds in NY. This team exclusively focuses on related initiatives for the buy-side and candidate will be expected to interact with various partners and PMs in order to understand their risk related needs and functionality.
This team designs, develops, and implements various modelling, pricing, model validation, valuation, and risk management (VaR analysis, stress testing, model selection, scenario design, etc.) solutions. Although the firm is a solutions provider, this is not a role that requires travel.
The ideal candidate is someone with a background in financial engineering, with a good understanding of risk related concepts, and an excellent grasp of pricing models.
Implement various quantitative and risk related functionality for asset management and hedge fund clients
Be expected to oversee various modelling, pricing, model validation, valuation, and risk management solution
Interact and manage various buy-side clients
Lead projects and various discussions as needed
Background in risk analytics, risk management, financial engineering, modelling, or valuations
Understanding of interest rate, equity, and credit derivatives as well as fixed income
Technical background in Python or C++/C
Experience with vendor platforms such as Numerix, FinCad, Bloomberg, etc.