The Credit Strategy and Standards Technology team is a group of professionals who oversee the models and applications used by the Credit Strategy and Standards Group.
We are looking for a financial engineer to work on a high profile project to migrate our existing models and applications to a new database schema. The duties of the financial engineer include:
location: New York, New York
job type: Contract
salary: $60 - 88 per hour
work hours: 9 to 5
- Reverse engineer applications and models to document specifications and functionality.
- Work with business subject matter experts to validate specifications.
- Recode models and applications to work on the new data schema
- Perform Quality Assurance between new and old versions of models and applications by means of automated testing
- The position requires collaboration with a larger project team of system architects, database developers, business analysts, and project managers
- Masters in Mathematical Finance, Computer Science, Financial Engineering, Applied Mathematics, Econometrics, Statistics, Finance, Physics, or related fields preferred.
- Industry knowledge of Fixed Income in Public Finance and/or Structured Finance is highly preferred.
- Expert knowledge in SQL (Preferably Microsoft T-SQL) is required.
- Experience with model validation and verification processes is desired.
- Working knowledge of C# and Matlab is preferred.
- Applicant must be a highly analytical problem solver who can solve problems independently.
- Applicant must be adaptable and able to handle a high pressure environment within tight time constraints.
- Applicant must be able to communicate effectively with business stakeholders on topics relating to credit.
skills: Software Engineer - Financial Engineering
-Expert in T-SQL, SQL Server.
-Financial Industry Knowledge: Structured finance, public finance, or fixed income experience.
-Will be rebuilding database in a new data warehouse.
Nice to have:
-Degree in Financial Engineering or equivalent
Equal Opportunity Employer: Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.