Financial Engineer
RESPONSIBILITIES:
- Developing and implementing portfolio analysis and portfolio management tools
- Data processing, data management and data visualization
- Statistical Tools
- Linking pin between Front Office and Support Functions regarding MS-SQL Database maintenance and (Re)design database dependencies
- Maintenance and Development of C++ based APIs to Bloomberg, MS-SQL, internal systems and other third party software
- Maintain relationships internally and with third parties
- Other duties as assigned
DESIRABLE CANDIDATES:
- Understanding of financial instruments and its valuations
- Understanding of mathematical statistics
- Affinity with software development in a broad range of programming languages (C#, C++, Java, Python, VBA, Ox and R) and applications (MS-SQL (tsql), Bloomberg, R Shiny, Git, Visual Studio, RStudio, MS-Office). C++ and SQL are essential.
- Knowledge of Windows and Linux (Ubuntu/RedHat) operating systems
- Master’s or PhD Degree in Econometrics, Statistics, Mathematics, Computer Science, Physics or a related field with minimum 2 year of working experience in the financial industry
- English proficiency
- Independent, but team-player mentality
- Master’s degree in mathematics, computer science, financial engineering or other technical discipline
- Some working experience in capital markets (optional)