Financial Engineer Manager

Location: Washington DC, Washington DC
Date Posted: 11-26-2017
Manage a unit of Engineers who use advanced mathematical, analytical, or econometric tools to create algorithms that will be used in analytical or product development processes. Using these tools, develop or refine computer applications that provide deeper analysis of prospective asset performance, asset pricing, new asset classes, or information needed to measure or hedge risk. Provide ongoing analysis of new products or asset classes, and suggest program modifications as necessary. May test applications for accuracy and functionality before putting them into service.
Assign staff to confer with product managers, marketing staff, capital market staff, or business unit management to determine analytical or product-related needs regarding investment instrument, market activity, or complex transaction to be analyzed.Use one or more analytical tools from a suite of mathematical/application tools to perform appropriate analysis on specified product, transaction, market activity, or investment vehicle that has multiple variables affecting potential outcomes.Report in quantitative manner on parameters of proposed purchase, sale, marketing action, structure of transaction or market activity, or risk factors and the degree to which they could affect outcomes.Assign self or staff to participate with product management, treasury, or capital markets staff in exercises to value derivatives or other complex products, or to revise models used to perform these valuations.Perform loss forecast analysis and reporting; perform ongoing ad hoc model development and analysis for specific clients needing high level quantitative analysis of credit risk, product valuation, asset analysis, and the like.Design test cases and test applications for systems used for a variety of analytical, pricing, risk management or credit pricing to ensure the business needs are met and analytics are correctly implemented.Redefine and implement the components of new risk indicators. Consult with the business owners, design and implement an interface to record key indicators, research industry best practices of analyzing and reporting key performance indicators.Provide technical guidance or consultation to less senior staff. Serve as technical lead on projects or assign other unit staff to projects to develop more refined analytical applications used in pricing, valuation, risk assessment, and the like.
Bachelor's Degree or equivalent required
6+ years of related experience
Master’s degree or higher in a technical discipline such as Engineering, Computer Science, Finance, Physics, Statistics, or other related discipline, and 12+ years of related work experience is preferredTechnicalStrong programming ability in Java and at least one of C/C++, Java, R, or PythonExperience with large scale web application architecture using J2EEStrong command of UNIX shell scripting and Oracle/Netezza DatabasesAbility to communicate technical design solutions to audiences at various levels of the organizationUnderstanding of probability, statistical inference, and numerical analysisExperience with credit risk models, structured finance, valuation and pricing and credit risk transfer vehicles preferredExcitement to develop enterprise scale applications that work with huge data sets and solve hard business challengesNon-TechnicalCreative and self-motivated; excellent analytic and problem-solving skillsAbility to motivate and lead a team with a diverse set of skillsAbility to develop proficiency in new skills rapidlyStrong technical writing and communication skillsExcellent interpersonal skills and team player mentalityAbility to thrive in a fast changing environment
Very competitive salary and benefits!
Great company to work for!
Full relocation package is available!
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This position does NOT provide sponsorship so please do NOT apply if you require sponsorship.  Thank You

KP Recruiting Group 
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