Associate Quantitative Engineer (Fintech)

TL;DR

Associate Quantitative Engineer (Fintech): Developing and implementing complex economic and financial scenarios to build predictive models for market variables with an accent on risk management and statistical analysis. Focus on designing risk models, identifying vulnerabilities across market, credit, and liquidity risk, and creating scalable data management tools.

Location: Onsite in Salt Lake City, UT, United States

Company

A leading global investment banking and financial services firm.

What you will do

• Develop and document scenarios based on a broad range of economic and financial variables.
• Analyze large structured and unstructured data sets to build predictive models of business-relevant market variables.
• Build and challenge risk models to identify and quantify vulnerabilities across market, credit, and liquidity risk.
• Collaborate with internal stakeholders to analyze user needs from a scenario design perspective.
• Create and maintain clear technical documentation for risk-model performance testing processes.

Requirements

• Master's degree in Computer Science, Financial Engineering, Applied Mathematics, Data Science or related quant field (1+ year exp) OR Bachelor's degree (2+ years exp).
• Proficiency in C++, Java, or Python.
• Experience developing probability and pricing models utilizing stochastic calculus, linear algebra, and numerical methods.
• Knowledge of advanced econometric and statistical techniques, including Bayesian analysis, time series, or ML algorithms.
• Experience in risk management, scenario-based analysis, or quantitative risk analytics (factor models).
• Ability to develop rigorous and scalable data management and analysis tools.