Join FINCAD, a specialized financial technology vendor and pioneer in providing pricing, modeling and risk analytics to top financial institutions around the globe. Working at FINCAD provides exposure to a breadth of challenging industry problems and the opportunity to help build a high growth company. Imagine getting to start your career in a dynamic business with smart, passionate, and hard-working colleagues helping build world-class solutions to solve complex derivatives valuation and risk problems for our customers. Headquartered in Vancouver, Canada with offices in New York, London, and Dublin - FINCAD delivers the technology and support that instills Confidence in Risk. To learn more about FINCAD's award-winning solutions, please visit www.fincad.com.
As an Associate Financial Engineer with our Metro Vancouver's Financial Engineering Hub, which is part of our Quantitative Research & Development department, you will report to and learn from the Head of Financial Engineering and get to work on a cloud native valuation service using FINCAD's analytics libraries.
Projects and responsibilities include:
- expanding a Python interface for FINCAD analytics libraries that enables complex valuation across many asset classes with a simple-to-use interface
- building out pricing and risk measurement service on AWS using Python and FINCAD analytics libraries
- conducting research into industry-relevant topics in quantitative finance (e.g., End-of-Libor) and incorporate up-to-date industry best practices in our solutions
- supporting clients using FINCAD cloud valuation service in collaboration with FINCAD's Client Services team
- model validation and ensuring 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
- develop complex valuation and risk management solutions in Python to deliver business value to clients
- continually deepen personal knowledge of the financial and software domains through self and assisted studies
- gain hands on experience with cloud technology
To be successful, you have:
- recently graduated from an advanced degree (Masters+) in a technical discipline, such as quantitative finance, financial engineering, mathematics, or physics
- hands-on programming experience, preferably in Python
- good quantitative skills in applied mathematics with a focus on probability and numerical analysis
- proficiency in concepts of the financial derivatives market, in particular financial instrument valuations and risk analytics, or a keen interest to learn
- excellent communication skills and the ability to convey complex information to a range of audiences and through a variety of mediums
- experience with AWS would be a plus
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. In addition to a flexible work environment, we offer a generous vacation policy.