Overview
Paladyne Systems is looking for a Financial Engineer to support the expansion of Risk and Valuation functionality within the Paladyne product suite. Specifically, the candidate will provide guidance on model validation across a wide range of asset classes and will support the design and implementation of a variety of risk management functions including stress testing and Value-at-Risk. The candidate will support the risk product strategy, business analysis, development lifecycle, and specifications. The Financial Engineer will also be heavily involved with sales, marketing, implementation, and quality assurance initiatives within the context of their subject-matter expertise.
Responsibilities
- Provide guidance to the development team via specifications, use cases, and acceptance testing for all models. Models may be proprietary (i.e. built by the financial engineer) or third-party integration (such as Numerix or Monis).
- Provide guidance to the development team for portfolio risk management solutions, in particular stress testing and Value-at-Risk (VaR).
Prerequisites
- Advanced degree in a quantitative discipline.
- 1 to 3 years experience of financial market modeling.
- Relevant professional qualifications (such as FRM, CFA, etc.) are preferred but not required.
- Experience of Analytical toolkits (NumeriX, Monis FTLabs) and/or Risk Management Systems (Imagine, RiskMetrics, Sophis, FrontArena) is desirable.
For more information, email your resume to careers@paladyne.com.
