Financial Engineer

Financial Engineer
New York, NY

Job Description

As part of the FE team, using advanced quantitative and computational finance methods, you will participate in the design, development, testing and enhancement of the analytical tools we provide to our financial institution clients. You understand the theoretical foundations of risk and relative value as they apply to the range of complex, fixed-income investments and derivatives our tools analyze. This will allow you to contribute significantly to improving our models and enhancing our development and implementation processes.

You are a dynamic FE, capable of both developing models and analyzing loans and mortgage-backed securities. You exercise your judgment when interpreting results or making necessary adjustments and changes. You have significant math, finance theory, and computational finance abilities that allow you to understand and critically analyze the advanced risk and valuation methods that our tools apply.

Our tools are typically coded in C/C++/C# and offered as .DLL, .EXE or as subroutines that our clients integrate into their existing analytical systems. In many instances, the various subroutines are available for use or for demo purposes in an Excel spreadsheet. You will also use Excel as an internal beta development and test interface.

Qualifications

  • You have a solid finance background including an understanding of the theoretical foundations of risk and relative value of fixed-income securities and their related derivatives. Knowledge of mortgage-backed securities is a plus.
  • You have strong systems knowledge, financial model development skills and aptitude.
  • You can read and write code in C/C++, work with VBA/Excel and have some DB skills, SQL. Java skills are a plus.

Please send your resume and a cover letter in confidence to careers@ad-co.com with the title of the position that you're interested in the subject line.