Financial Engineer

Engineering

Financial Engineer
District of Columbia 

Exp 5-7 yrs

Deg Bachelors

Relo

Bonus

Occasional Travel.

Job Description

Use advanced mathematical, analytical, or econometric tools to create algorithms that will be used in analytical or product development processes. Using these tools, develop or refine computer applications that provide deeper analysis of prospective asset performance, asset pricing, new asset classes, or information needed to measure or hedge risk. Provide ongoing analysis of new products or asset classes, and suggest program modifications as necessary. May test applications for accuracy and functionality before putting them into service.

KEY JOB FUNCTIONS

 •In charge of design, development and ongoing maintenance of the model usage inventory system (MUSE)

•Collecting and writing business requirements for MUSE

•Reviewing technical solution specifications and system designs for MUSE

•Managing interactions with IT, stakeholders, 3rd party contractors to manage the MUSE project progress in various project phases

•Serving as the ERM representative on matters relating to MUSE

•Actively engaging in the UAT testing of the MUSE deliverables

•Perform research and analytics on proprietary system(s) and related issues, including evaluating and implementing new products, model review and updates, and data quality issues.

•Review technical implementation on proprietary system(s) using risk based approach, and artifacts of tests on the system.

EDUCATION

•Bachelor's Degree or equivalent required

MINIMUM EXPERIENCE

•6+ years of related experience

SPECIALIZED KNOWLEDGE & SKILLS

•Graduate degree in a related filed (e.g. Computer Science, Computer Engineering, Financial Engineering, Mathematics, Physics, etc.) is strongly preferred

•Direct experience in system integration, data management, or production process is required

•Good object oriented (OO) programming skill is preferred, such as Java, C++, C# or other OO languages.

•Experience with the Cloud –based platforms (e.g. Salesforce.com) and agile style software development is desired

•Direct experience in the design, development, implementation, and/or validation of quantitative models is desired

•Quantitative/statistical language or tool such as SAS, STATA, or R is desired.

•Ideal candidate should be familiar with SDLC process and has excellent architectural view.

•Good communication skills (written and oral)

•Inter-personal skills conducive to teamwork is required

•Excellent problem solving skills

•Project management experience is desired with a strong ability to plan, implement and complete individual and small team projects

•A strong sense of urgency about solving problems, meeting challenging deadlines and achieving goals with a high degree of accountability

•Multi-tasking capacity is desired

•Company-specific knowledge of systems, processes and tools is desired