Senior Quantitative Engineer

This is a fully remote position, open to applicants in United States.

📋 Description

• Establish and authenticate financial formulas including NPV, IRR, DSCR, Duration, and spreads over SOFR.

• Develop simulation methodologies and frameworks for stress testing.

• Assess and confirm credit risk models.

• Validate outcomes through benchmark computations and numerical analysis.

• Collaborate with technical teams to guarantee accurate model implementation.

• Document and effectively communicate the financial assumptions and criteria utilized.

⛳️ Requirements

• Over 5 years of experience in quantitative analysis, finance, or risk management positions.

• Bachelor's degree in Financial Engineering, Applied Mathematics, Quantitative Economics, or related disciplines.

• Proficient in financial valuation, credit risk modeling, and stress testing methodologies.

• Familiarity with reference rates such as SOFR and Term SOFR.

• Highly skilled in Excel.

• Experience using Python or R for model validation purposes.

• Advanced proficiency in English, including reading, writing, and speaking.

• Certifications such as QuantLib, CFA, or FRM are considered advantageous.

🏝️ Benefits

• Comprehensive health benefits.

• Opportunities for professional development and advancement.

• Flexible work arrangements.

• Competitive salary and performance-based incentives.