FINCAD provides software and services supporting the valuation, reporting and risk management of multi-asset, multi-currency portfolios to hedge funds, asset managers, insurers, pension funds, banks, and corporate treasuries around the world from our offices in Vancouver, New York, London and Dublin.
As an Associate Financial Engineer Intern in the Dublin Financial Engineering Hub at FINCAD, you will primarily be working with the Support and Operations team that maintains and extends hosted financial systems in a wide variety of applications of financial engineering across many areas of FINCAD's business.
Please Note: As part of this global team providing support to our customers 7 days a week, 24 hours a day, regular weekend shifts are required, compensated with premium pay.
- Maintaining and extending solutions using FINCAD software that solve clients’ pricing and risk measurement problems on vanilla and exotic derivatives from all asset classes, Interest Rate, FX, Commodity, Equity, Credit and Fixed Income
- Supporting clients using FINCAD software solutions in collaboration with FINCAD's R&D and Professional Services team
- Working with FINCAD’s R&D and Professional Services teams to support and extend pricing and risk solutions into FINCAD’s products
- Model validation and market data analysis to ensure the quality and correctness of analytics in FINCAD software
In this position, you get to:
- Learn rapidly through hands-on project work, collaborating with industry experts, both inside FINCAD and externally
- Solve complex technological and analytical problems by working with appropriate experts as necessary, and learn from them
- Experience working in different areas within FINCAD, including working with clients and contributing to R&D/innovation of FINCAD products. Test-drive the career direction that interests you most while enabling FINCAD to assess your talents
- Work with a wide spectrum of clients in the financial technical (fintech) industry including insurance, pension funds, banks, hedge funds, wealth management and large corporations.
- Continually deepen personal knowledge of the financial domain through self/assisted studies
To be successful, you have:
- An advanced degree (Masters+) in a technical discipline, such as quantitative finance, financial engineering, finance, mathematics, physics
- Good quantitative skills in applied mathematics with a focus on probability stochastic calculus, stochastic processes, partial differential equations and numerical analysis
- A passion for technology and aspire to grow your technology experience
- Excellent communication skills and the ability to convey complex information to a range of audiences and through a variety of mediums
- A passion for working with customers to find the right solutions to meet their needs.
- Some hands-on programming experience with Python, C++, or other object-oriented languages
- Ability to work well under pressure, meet deadlines, and thrive in a fast-paced, intellectually challenging, and performance-driven environment
- Experience in financial derivatives and securities:
- an understanding of the important characteristics that define the various contract types (e.g., expiry date, day count convention, coupon, strike, reference rate, rate tenor)
- an appreciation for the quantitative methods used to calculate their value (e.g., discount curves, forward curves, volatility surfaces, Black Scholes formula, model calibration)
At FINCAD you get to solve interesting problems in an intellectually challenging environment and work alongside smart people to build something that matters. The learning is continuous and in addition to a flexible work environment, we offer a generous vacation policy.