Senior Quantitative Engineer

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

📋 Description

• Develop and verify financial formulas including NPV, IRR, DSCR, Duration, and spreads over SOFR.

• Create simulation methodologies and conduct Stress Testing.

• Evaluate and confirm credit risk models.

• Validate outcomes through benchmark calculations and numerical analysis.

• Collaborate with technical teams to ensure accurate model implementation.

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

⛳️ Requirements

• A minimum of 5 years of experience in quantitative, financial, or risk management roles.

• A degree in Financial Engineering, Applied Mathematics, Quantitative Economics, or related disciplines.

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

• Familiarity with reference rates: SOFR / Term SOFR.

• Proficient in advanced Excel functionalities.

• Experience with Python or R for model validation.

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

• Possession of QuantLib, CFA, or FRM credentials will be advantageous.

• Expertise in Corporate Finance.

• Expertise in Financial Planning.

• Expertise in Finance.

• Expertise in Project Financial Management.

• English proficiency at C1 level.

🏝️ Benefits

• Competitive salary and performance bonuses.

• Opportunities for professional development and training.

• Flexible working hours and remote work options.

• Comprehensive health and wellness programs.

• A collaborative and innovative work environment.