Financial Engineer

The Financial Services team is looking for talented Financial Engineers to help execute this vision. You’ll work closely with our Clients, Data Scientists, Product Managers, Software Engineers, and leadership team to deliver quantitative insights that facilitate informed management of financial risks and opportunities related to supplier networks and global trade.

Responsibilities

• Work with clients, software engineers, data scientists, solutions managers, and business development teams to develop models and simulations of financial risk in supplier networks
• Provide descriptive, predictive and prescriptive guidance on financial risks to businesses and their supplier networks
• Generate insights through predictive scoring, simulation, causal analysis, and other relevant modeling approaches to support tactical and strategic decisions about financial risk management
• Create probabilistic models of low frequency, high severity events and deliver them in the context required for supporting business decisions 
• Use time-based system analysis and forecasting to understand past performance and estimate potential outcomes under a range of scenarios
• Identify risk profiles and their relationships to factors that contribute to risk
• Deliver solutions for portfolio optimization based on risk tolerance

About You

• BS, MS, or PhD degree in Quantitative Finance, Statistics, Operations Research, Applied Math, or equivalent experience
• You have experience delivering predictive scoring models and scenario-based portfolio simulations in support of business decisions
• You enjoy helping people understand how models work
• You are excited by opportunities to build probabilistic models
• You are comfortable communicating technical analysis to less technical stakeholders
• You believe Thinking in Systems should be part of every primary school curriculum
• You are interested in using modeling and simulation to improve the world
• You have strong written and verbal communication skills

Nice to have, but not required

• Experience with Apache Spark, Databricks
• Experience with catastrophe or other extreme event modeling
• Experience with probabilistic programming and active inference

Technologies we love

• Languages: Python, Spark, SQL
• Tools: Scikit-learn, Numpy, Pandas, Numpyro, PyTorch, Tensorflow, CadCAD
• Datastores: Databricks, Elasticsearch, Postgres, RDS, Kafka