Vice President, Quantitative Engineering (Financial Risk)

Location: Salt Lake City, Utah, United States

Company

hirify.global is a global financial services company with an Asset & Wealth Management division.

What you will do

• Lead the development, implementation, and documentation of scenarios using economic and financial variables.
• Analyze structured and unstructured datasets to build predictive models of business-relevant market variables.
• Collaborate with internal stakeholders to analyze user needs and resolve data, model, and implementation issues.
• Build, challenge, and improve market, credit, liquidity, and model risk analytics.
• Document risk-model performance testing approaches and processes.
• Mentor junior and mid-level quantitative engineering team members.

Requirements

• Master’s degree and 3 years of relevant experience, Bachelor’s degree and 5 years, or PhD and 1 year in a quantitative field or related quantitative engineering role.
• Experience with at least 5 of 8 required skill areas, including C++, Java, or Python; financial mathematics; risk analysis; production-quality mathematical models; database tools; algorithms and data structures; and financial product pricing models.
• Knowledge of stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte Carlo techniques.
• Experience with object-oriented programming, scripting, and processing large datasets using SQL, MongoDB, or comparable data-management tools.
• Experience developing pricing models for risk, economics, and cash flows under normal and distressed market conditions.

Culture & Benefits

• Opportunity to work within Asset & Wealth Management on quantitative financial risk problems.
• Equal opportunity employment in accordance with applicable law.