Financial Engineer

About the Role

The Financial Engineer will be responsible for designing, implementing, and testing quantitative models for analytics and risk, ensuring accuracy and robustness through validation against historical data.

Responsibilities

• Design, implement and test quantitative models for quantitative analytics and risk
• Validate input and outputs for analytics models against historical and computed data to ensure accuracy and robustness
• Acquire, clean, and analyze large-scale financial datasets from multiple sources
• Build data pipelines for real-time and batch processing of market and reference data
• Compute and analyze risk metrics (VaR, duration, convexity, spreads, krds) for any deviations or enhancements
• Support fixed income analytics and structured product modelling incorporating cash flows from vendors
• Work with traders, portfolio managers, and risk officers to interpret results and refine models
• Liaise with software development teams to integrate models into production systems

Qualifications

• Master’s or PhD in Financial Engineering, Quantitative Finance, or related field
• CFA, FRM, or CQF certifications are a plus

Required Skills

• Strong proficiency in Python, R, C++, or Java for quantitative modelling
• Experience with numerical methods, optimization, and Monte Carlo simulations
• Knowledge of databases (SQL, NoSQL) and cloud platforms (AWS, Azure, GCP)
• Familiarity with financial libraries (QuantLib, Pandas, NumPy, SciPy)

Preferred Skills

• Understanding of fixed income analytics, portfolio theory, and risk management
• Experience with Bloomberg, Refinitiv, FactSet, or similar market data tools
• Experience working with vendor platforms like Yield book, Intex, Aladdin, etc.