Enfusion · 4 days ago
Lead Quantitative Developer
New York, NY
Full-time
Remote
Senior Level, Lead/Staff
$250K/yr - $320K/yr
10+ years exp
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Responsibilities
Participate in all aspects of the model life cycle, including design, implementation, testing, production, validation, and performance monitoring.
Analyze our quantitative library and systems to identify performance inefficiencies and scaling opportunities.
Interact with production clients on queries including price challenges, model/data validation requests, workflow testing, etc.
Work with the sales team in new client engagements, often involving in-person client visits and conducting in-depth product testing and coverage checks/validation.
Work with the support teams to answer complicated questions about risk, performance, and valuation.
Act as an SME, collaborating with internal stakeholders, including engineers and product owners to drive new enhancements in our valuation/data platform and understand technical requirements to implement high-performance code-enhancing analytics infrastructure.
Qualification
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Required
Master's or Ph.D. degree in a quantitative field such as statistics, applied mathematics, economics, quantitative finance, and operations research.
Strong quantitative skills and deep understanding of the following technical areas: 1) financial mathematics (e.g., derivatives pricing models, stochastic calculus, advanced linear algebra); 2) econometrics (e.g., time series analysis, copulas, etc.) and machine learning techniques; and 3) numerical methods and optimization (e.g., Monte Carlo simulation and finite difference techniques).
10+ years of direct work experience in financial risk modeling, risk measurement and management, and regulatory capital requirements.
Hands-on experience in the entire model development lifecycle including research, implementation, ongoing monitoring, and production maintenance.
Experience in writing, editing, or reviewing technical documents suitable for regulatory or banking contexts.
Proficiency in programming languages such as Python, R, or Java.
Benefits
Competitive compensation and benefits package
Retirement and pension plans
Generous Paid Time Off policy
Paid parental leave
Commuter benefits
Employee assistance program
Company
Enfusion
Enfusion is a provider of a cloud-based portfolio management and risk system, as well as middle and back office services.
501-1,000 employees
H1B Sponsorship
Enfusion has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2020 (2)
Funding
Current Stage
Public CompanyTotal Funding
$256MKey Investors
Bank of AmericaICONIQ GrowthFTV Capital
2023-09-15Post Ipo Debt· $100M
2021-10-21IPO· nyse:ENFN
2021-01-11Private Equity· $150M
Leadership Team
Oleg Movchan
Chief Executive Officer
Neal Pawar
Chief Operating Officer
Recent News
Business Wire
2024-11-04
MarketScreener
2024-10-10
2024-03-20
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