Asset & Wealth Management-Salt Lake City-Vice President, Quantitative Engineering–10412228
On-siteSalt Lake City, Utah, United States
Job Summary
Lead the development, implementation, and documentation of scenarios comprising economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders to analyze user needs, address data and model issues, and build predictive models of market variables from large structured and unstructured data sets. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, statistical analysis, and programming while building and challenging risk models to identify vulnerabilities across market, credit, and liquidity risk. Create and maintain technical documentation of risk-model performance testing approaches and mentor junior and mid-level team members. Requires a Master's or PhD in quantitative fields with three to five years of experience and proficiency in C++, Java, Python, and financial mathematics. Full-time role in Salt Lake City, Utah, with competitive compensation and benefits.
Required Qualifications
- Master's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field
- Bachelor's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field
- PhD degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field
- Three (3) years of experience in job offered or a related quantitative engineering role
- Five (5) years of experience in job offered or a related quantitative engineering role
- One (1) year of experience in job offered or a related quantitative engineering role
- Three (3) years of experience (with a Master's degree)
- Five (5) years of experience (with a Bachelor's degree)
- One (1) year of experience (with a PhD degree)
- 5 of the 8 following skills: C++, Java, or Python
- performing financial mathematics, including at least one of the following: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte-Carlo techniques
- performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts
- object-oriented programming and scripting programming languages such as Python or Java
- implementing mathematical models or analytics in production-quality software
- working with database query languages, such as SQL, MongoDB, or other data management tools to process large datasets
- applying algorithms or data structures to write complex programs
- developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments
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