This Job Vacancy has Expired!

Financial Engineering (Lead Machine Learning)

Posted on Oct 2, 2019 by Request Technology - Connor Roettig

Virginia, VA
IT
Immediate Start
Annual Salary
Full-Time

FINANCIAL ENGINEERING TECH LEAD

Summary

The ideal candidate will have a creative but analytical mindset and be passionate about working with grid computing, big data and other technologies. The selected candidate will combine strong software development, quantitative analysis, and collaboration skills to help build high-performance risk analytics platforms, trading systems, and financial model application components/frameworks.

Responsibilities

  • Design, develop and support libraries written in Java, which form a computational engine used to manage and distribute risk analyses for a variety of financial instruments
  • Design and develop new code, review existing code changes, and implement automated testing to ensure standard technology development practices are met
  • Actively seek opportunities to continuously improve the technical quality and architecture to respond to business needs
  • Clearly craft and articulate messages (both written and verbal) to a variety of audiences

Qualifications

  • At least 8 years of experience developing in Java or C++
  • BS in Computer Science or equivalent experience
  • Experience with high-performance or grid computing
  • Experience working with numerical/quantitative systems
  • Experience writing automated unit, integration, regression, performance and acceptance tests
  • Solid understanding of software design principles, including knowledge of how to refactor Legacy code

Preferred Skills

  • Experience with using Monte-Carlo simulations to value financial instruments, especially mortgages
  • Broad knowledge of Fixed Income finance, including mortgage-backed securities and interest rate derivatives
  • Experience with cloud computing and storage services
  • Experience with C++ or Python
  • Strong quantitative skills (statistics, econometrics, linear algebra)

If interested in this role please email Connor Roettig with your resume at (see below)

Reference: 764675864

Set up alerts to get notified of new vacancies.