
Financial Engineer
Since our founding in 1996, we have been at the vanguard of financial technology, providing groundbreaking expertise, quantitative analytics and software that redefine pricing and risk management in the financial markets. With the strategic acquisitions of FINCAD, PolyPaths and Kynex, Numerix has further strengthened its leadership position empowering financial institutions worldwide, to transform risk into opportunities with confidence.
We are seeking a Financial Engineer!
Financial Engineering: (70%)
- Structure real-world examples of trades and perform valuation and/or risk analytics tasks using Numerix CrossAsset library and other Numerix Products and tools.
- Work with the team on various key projects ranging from structuring, valuation, quantitative advisory services, counterparty risk, market risk, and ESG.
- Write Business Requirement Document (BRD) and Product Specifications for Analytics and Risk across multiple asset classes, including IR/CC/INF/CR/EQ/FX/CMDT/HYBRID.
- Work as liaison between Customers and Internal Numerix teams (Sales, Business Analyst, PDM, Quantitative Research, Quantitative Development, Implementation, Support, Training and Documentation).
FE Testing and Support: (20%)
- Design and perform FE testing on models (calibration and pricing) and risks across multiple asset classes on various Numerix Products.
- Provide consulting and professional services for clients using Numerix products for integrated/independent pricing and risk analytics system.
Internal Resource Management and Leadership: (10%)
- Coordinate financial engineering resources within the team.
- Provide proper guidance and training to new hires.
LOCATION: 100 Park Avenue, 15th Floor, New York, NY 10017 (This is a hybrid role where the successful candidate must work from the NYC HQ office a minimum of 3 days per week).
HOURS: 9:00 A.M. – 6:00 P.M.; Monday – Friday; 40 hours per week
SALARY: $115,731.00 per year
REQUIREMENTS: Master’s degree or its foreign equivalent in Financial Engineering, Finance, Quantitative Methods and Modeling or Mathematics plus 1 year of experience in the job or as QA Analyst or Financial Model Developer.
REFERRAL POLICY: Current Numerix employees can be awarded a cash bonus of up to $5,000 (in their local currency) if their referred candidate is successfully hired by Numerix, and remains gainfully employed for 90 days.
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