GalaxEsystems
Financial Engineer
Full-Time
No salary listed
Mid
Master's, PhD
Pasadena, CA, USA
In Person
About the job
Requirements
- Master’s or PhD in Financial Engineering, Quantitative Finance, or a related field.
- Strong proficiency in Python for quantitative modeling.
- Experience with numerical methods, optimization, and Monte Carlo simulations.
- Knowledge of SQL and NoSQL databases and cloud platforms including Amazon Web Services, Microsoft Azure, or Google Cloud Platform.
- Familiarity with QuantLib, Pandas, NumPy, and SciPy.
- Understanding of fixed income analytics, portfolio theory, and risk management.
- Experience with Bloomberg, Refinitiv, FactSet, or similar market data tools.
- Experience with vendor platforms such as Yield Book, Intex, or Aladdin.
- Strong problem-solving and analytical thinking skills.
- Excellent communication skills to explain complex quantitative concepts to non-technical stakeholders.
Responsibilities
- Design, implement, and test quantitative models for quantitative analytics and risk.
- Validate analytics model inputs and outputs against historical and computed data to ensure accuracy and robustness.
- Acquire, clean, and analyze large-scale financial datasets from multiple sources.
- Build data pipelines for real-time and batch processing of market and reference data.
- Compute and analyze single-security risk metrics, including duration, convexity, spreads, key-rate durations, and key-rate convexities, to identify deviations or enhancements.
- Support fixed income analytics and structured product modeling incorporating vendor-provided cash flows.
- Work with traders, portfolio managers, and risk officers to interpret results and refine models.
- Liaise with software development teams to integrate models into production systems.
Desired Qualifications
- CFA, FRM, or CQF certification.