Вакансия из Hirify Global, списка международных tech-компаний Для мэтча и отклика нужен Plus
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Зарплата и рынок
Выше рынка
$120к-155к/год
$83к$100кмедиана$130к
По похожим ролям (50) ~ $100к/год
На СНГ рынке: $2.9к/мес ($2к - $3к)
88
Крутая вакансия
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Это качественная вакансия от крупного финтех-игрока с четким скоупом и достойной оплатой. Смесь количественных финансов и управления продуктом - отличный карьерный трек для тех, кому интересна и математика, и бизнес.
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Трендовый доменСовременный стекХорошая зарплатаПонятный скоупСтабильная компания
Оценка от Hirify AI
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Описание вакансии
Текст:
Hirify AI/Оригинал
TL;DR
Product Specialist - Risk and Performance (Fintech): Delivering risk analytics and performance solutions for investment professionals and financial clients with an accent on quantitative finance, portfolio risk modeling, and client implementation. Focus on troubleshooting complex portfolio issues, explaining quantitative methodologies, onboarding users, and improving Axioma analytics products.
Location: New York or Boston, United States. Hybrid work with on-site attendance in the office twice per week.
Salary: $120,000–$155,000 USD annually in New York, plus an annual discretionary bonus.
Company
SimCorp, an independent subsidiary of hirify.global Group, provides integrated investment management and Axioma risk analytics solutions for investment and asset managers.
What you will do
Build client relationships, understand system usage and implementation requirements, and deliver analytics solutions aligned with client use cases.
Troubleshoot complex portfolio issues and become a subject matter expert on Axioma risk analytics products across asset classes.
Own client onboarding and training activities.
Present and position Axioma Analytics Solutions for prospective clients in the Americas.
Coordinate internal initiatives to improve client experience and contribute to process and product development.
Collaborate with quantitative research, operations, and product teams.
Requirements
Degree in Mathematics, Statistics, Finance, Econometrics, Engineering, or another quantitative field.
3–5 years of experience in quantitative finance, preferably in a similar role or industry.
Knowledge of risk modeling, risk analytics across asset classes, granular and factor risk models, portfolio optimization, and performance attribution.
Understanding of pricing models for instruments including CDS, IRS, and FX derivatives.
Experience with APIs or web services and basic data manipulation skills in SQL, Excel, Python, Java, or C#.
Ability to work on-site in the office twice per week in New York or Boston. Strong written and verbal English communication skills are required.
Nice to have
CFA, FRM, or CAIA designation.
Additional language skills.
Culture & Benefits
Collaborative, curious, customer-success-driven, and people-centered working environment.
Skills development, relationship building, and opportunities for professional growth.
Health and dental care, paid time off, and a 401(k) match.
Equal opportunity workplace with accommodations available during the hiring process.
Hiring process
Submit an application in English through the company career system.
Applications are reviewed on a continual basis, with an approximate CV review time of three weeks.
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