Job Summary

• Financial engineers are experts in the field of mathematical finance, which is a combination of mathematics, statistics, finance and financial markets, who are able to construct, price and value financial products; devise structured financial solutions; develop prototype quantitative finance models; and advise on related risk features, management processes and governance. This role is suited to an individual with
• At least 3 years of experience in a quantitative role at a financial services institution in a global markets environment.
• At least a postgraduate degree in engineering, mathematics, statistics, or quantitative finance.
• Experience with financial markets, financial instruments and regulation is highly beneficial.
• Experience with object-oriented programming (such as C#) is beneficial.
• Attention to detail, self-motivated, and strong analytical and problem-  solving skills.
• Excellent communication and interpersonal skills.

Job Description

• Develop and maintain pricing, valuation, risk and other statistical models and tools that may be utilized for quantitative finance functions across the front, middle and back offices.
• Validate the adequacy and efficacy of vendor provided models and tools for quantitative applications across the front, middle and back offices.
• Design and maintain transformations of market data for the purposes of trading, risk management and quantitative financial modelling.
• Contribute to and remain up to date with latest developments in industry- and academic-led quantitative finance research.
• Collaborate with various business area stakeholders (traders, structurers, business analysts, quantitative developers, etc.) to design and implement new trading and risk mitigating strategies.