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Lead Quantitative Developer

Enfusion
New York City, United Statesfull_timeVerifiedPosted 12 Nov 2024
💰 $320,000/yr($250,000/yr$320,000/yr)

About the role

Enfusion is a pioneer in developing innovative, native cloud investment management software, analytics, and managed services for asset managers and hedge funds around the globe. We underpin the investment operations of fund managers from our global offices spanning four continents. Our unique, seamless, SaaS-based platform is reshaping the global investment operations landscape by removing traditional information boundaries and uniting the front-, middle- and back-office into one system, with one unified data set.    Passionate about client service, we complement our software solutions with expert middle- and back-office managed services. In fact, we've been recognized as Best Managed Services Provider at the HFM EU Services Awards.  We help fund managers around the world streamline their operations, mitigate risk, and improve transparency and reporting so they can confidently focus on what they do best – invest.

As a company, we’re absolutely committed to the growth, development, and well-being of our people. Enfusion is where you can pursue your passion, showcase and further develop your skills, and launch a meaningful and rewarding career.  If you're looking for a culture that is inclusive, collaborative, entrepreneurial, values diversity, fosters and rewards creative exploration, and strives to continually exceed client expectations then we're looking forward to hearing from you.     Learn more about Enfusion by visiting www.enfusion.com and apply today!

The Role:

Enfusion seeks a hands-on Lead Quantitative Developer with expertise in multi-factor risk, FINCAD, valuations, and market data. This role will partner with our Quantitative Analytics Lead to spearhead the development and implementation of sophisticated models and methodologies aimed at quantifying risk and measuring performance.  This position is critical for delivering first-class risk services to our clients including cross-asset flexible, customizable tools and models that illustrate valuation transparency. You will be responsible for developing statistical and financial models relevant to market risk, valuation, and stress testing, and have the unique opportunity to interface with investment professionals while building new capabilities.

What You’ll Do:

  • 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.

What You’ll Need:

  • 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.

The salary range for this position is between $250,000 - $320,000 + bonus + benefits.

*Note: This good faith pay range is provided in compliance with NYC law and the laws of other jurisdictions that may require a salary range in job postings.

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Enfusion offers a competitive compensation and benefits package, retirement and pension plans, and generous Paid Time Off policy; and paid parental leave. Other perks include commuter benefits, and an employee assista

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Company

Enfusion

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