Senior Financial Engineer (AI/Quantitative Finance)

Location: Bad Homburg, Germany; hybrid work with two office days each week and remote work on other days.

Company

Financial technology and analytics organization developing solutions that help financial institutions manage complex investment portfolios and make informed decisions.

What you will do

• Research, develop, and implement pricing and risk-management models for financial instruments across multiple asset classes, including derivatives.
• Develop analytics using closed-form solutions, Monte Carlo simulation, trees and lattices, numerical integration, optimization, and PDE methods.
• Build model-calibration and numerical methods for production pricing and risk systems, including market risk, sensitivities, scenario analysis, and portfolio analytics.
• Translate quantitative models into robust, scalable, production-quality software and validate them through analytical reasoning, numerical testing, benchmarking, and market or reference comparisons.
• Investigate complex model, analytics, and client problems and collaborate with product management, engineering, and client-facing teams.
• Produce technical and model documentation, research notes, and relevant publications while using AI-assisted tools for research, coding, testing, debugging, documentation, and investigation.

Requirements

• PhD in Mathematics, Mathematical Finance, Computational Finance, Physics, Computer Science, Statistics, or a related quantitative discipline; an exceptional MFE or equivalent quantitative degree will also be considered.
• Approximately 3–5+ years of relevant professional experience in quantitative finance, financial engineering, derivatives, pricing, risk, or quantitative software development.
• Strong understanding of derivatives pricing, mathematical finance, numerical methods, and/or market risk methodologies.
• Strong programming and software-engineering skills, including experience implementing mathematical models in production or research-quality software.
• Strong analytical and problem-solving ability, including investigating unfamiliar financial instruments or models.
• Excellent written and verbal English communication skills and the ability to explain complex quantitative concepts to technical and non-technical audiences.
• Strong proficiency in at least one production programming language; C# and/or C++ experience is particularly relevant.
• Strong working knowledge of Python for quantitative research, prototyping, data analysis, testing, or automation.
• Solid understanding of object-oriented programming, numerical computing, algorithms, software design, version control, and automated testing.

Nice to have

• Strong knowledge of credit derivatives.
• Experience using AI-assisted software-development tools such as GitHub Copilot or comparable coding assistants.
• Familiarity with large language models, retrieval-augmented generation, embeddings and vector search, knowledge graphs, and agentic coding workflows.
• Experience applying AI to quantitative finance, model development, model validation, financial-data analysis, or financial-software engineering.
• Experience using AI to navigate large codebases, technical documentation, research material, or domain-specific knowledge.
• Experience working with large quantitative codebases or analytics libraries.
• Ability to critically verify AI-generated code, mathematical reasoning, numerical results, and cited information.

Culture & Benefits

• Values include caring, customer success, collaboration, curiosity, courage, quantitative depth, engineering discipline, and clear communication.
• Skills development, relationship building, and client success are emphasized.
• Global hybrid policy with office work two days per week and remote work on other days.
• Benefits may vary by country across the organization’s 30+ offices.

Hiring process

• Submit an application in English through the career system.
• Applications are processed continually, with an approximate CV-review time of three weeks.
• Candidate feedback may be requested during the process.