Senior Quantitative Engineer

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

📋 Description

• Create and verify financial formulas such as NPV, IRR, DSCR, Duration, and spreads over SOFR.

• Develop simulation methodologies and conduct Stress Testing.

• Evaluate and confirm credit risk models.

• Authenticate results through benchmark calculations and numerical analysis.

• Collaborate with technical teams to ensure 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 or Master’s degree in Financial Engineering, Applied Mathematics, Quantitative Economics, or related disciplines.

• Proficient in financial valuation, credit risk modeling, and Stress Testing.

• Familiarity with SOFR / Term SOFR benchmark rates.

• Strong Excel skills.

• Experience with Python or R for the purpose of model validation.

• Proficient in English, with strong reading, writing, and speaking skills.

• Possess analytical rigor, numerical precision, and critical thinking abilities.

• QuantLib, CFA, or FRM certifications or relevant experience will be viewed favorably.

🏝️ Benefits

• Comprehensive health insurance.

• Retirement savings plan with company matching.

• Opportunities for professional development and training.

• Flexible working hours and remote work options.