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Вакансия опубликована 7 дн. назад - шансы на ответ снижаются.

8 дней назад

Vue-first Fullstack

Формат работы
onsite
Тип работы
fulltime
Грейд
junior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний

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Описание вакансии

Текст:
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TL;DR
Financial Quantitative Analyst (Python/Vue/AWS): Building pricing, risk, and alternative-asset analytics platforms for private-market investments with an accent on financial modeling, production software, and market-data calibration. Focus on implementing Monte Carlo valuation models, risk-factor analytics, APIs, web applications, and validated reporting workflows.

Location: On-site in Dallas, Texas, United States

Company

Beneficient provides liquidity, capital, trust, custody, and technology solutions for holders of alternative assets, including private equity, venture capital, real estate, private credit, and secondary interests.

What you will do

  • Design, build, validate, and maintain pricing and risk models for private-market assets.
  • Develop cash-flow projection models, lifecycle event simulations, discount-rate calibration, fair-value methodology, scenario analysis, and advance-rate calculations for ValueAlt.
  • Build risk-factor models, stress scenarios, portfolio what-if analysis, concentration analytics, and risk reporting for AltLens.
  • Develop and maintain front-end, API, data-pipeline, and reporting layers across the alternative-asset platforms.
  • Run quarterly production cycles using public filings and commercial data providers, and validate models through backtesting and champion–challenger testing.
  • Document methodologies, design decisions, and code while contributing across AltDeal, AltSignal, and shared internal applications.

Requirements

  • Bachelor’s degree in financial engineering, quantitative finance, mathematics, statistics, physics, computer science, or a related quantitative field; a master’s degree is preferred.
  • Working knowledge of time value of money, discounted cash flow, NPV, IRR, volatility, correlation, value-at-risk, Monte Carlo simulation, regression, time-series analysis, probability distributions, and parameter estimation.
  • 1–3 years of professional experience writing production Python with NumPy, pandas, and SciPy, plus 1–3 years of SQL experience.
  • Experience with object-oriented design, tested and maintainable code, Git-based workflows, Docker, and AWS.
  • Ability to translate methodology papers or fund documents into working models and communicate clearly with technical and non-technical colleagues.
  • Availability to work on-site in Dallas, Texas, United States.

Nice to have

  • Experience with private markets, alternative assets, fund structures, distribution waterfalls, NAV reporting, or secondary transactions.
  • Experience with factor models, stress testing, model validation, or financial data providers such as Preqin, PitchBook, Burgiss, or Bloomberg.
  • Web application experience with Vue.js and Flask or comparable technologies such as React, Node.js, or Jinja2.
  • Experience with CI/CD, AI-assisted development tools, LLM APIs, Linux, JavaScript, or CSS.
  • Progress toward CFA, FRM, or CAIA certification.

Culture & Benefits

  • Small team with end-to-end ownership of client-facing products, including methodology, models, data pipelines, APIs, and web applications.
  • AI-assisted development, extensive documentation, cross-training, code reviews, and knowledge sharing.
  • Medical, dental, and vision insurance.
  • Company-paid life, AD&D, and disability insurance.
  • 401(k) program with employer matching.

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