Financial Engineer (Fintech firm, 50K)

Responsibilities

• Provide demo for potential clients and advise for business solutions.
• Provide consulting, training and professional services for clients using company's products for integrated/independent pricing and risk analytics system.
• Structure examples of real trades and perform valuation and/or risk analytics tasks using company's product library and other company's Products and tools.
• Work with customers and internal Company's team on various key projects ranging from structuring, valuation, quantitative advisory services, training, documentation, QA, implementation, quantitative research and development etc
• Analyze the gap between Company's product and customer requirements and write specification documentation for the development of new features and products.
• Design and perform testing on models (calibration and pricing) and risks across multiple asset classes on various Company's Products

Experience and Skills Required

• MSc or PhD in Mathematics, Statistics, Physics, Computer Science, ActuarialScience, Engineering, or related field. Related research experience ispreferred.
• Strong 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/or hybrid products.
• Strong mathematical skills including stochastic calculus, numerical methods for PDE, Monte Carlo simulation, probability and statistics, linear algebra, and financial modeling.
• Good Hands-on experience on Excel VBA and object-oriented programming such as C++, C# or Java.
• Knowledge and/or experiences in counterparty credit risk (such as AMC, CVA,FVA, PFE, incremental CVA, collateral, netting, CSA, CVA VaR, PD, EAD, credit models, Economic Capital, …) and/or market risk (such as VaR methodologies (parametric, historical, and Monte Carlo), incremental VaR, marginal VaR, stressed VaR, backtesting, Basel, scenario generation, PCA, …).
• Ability to communicate confidently and concisely both verbally and in writing.
• Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner.