Financial Engineer

Summary

Join Derivative Path, an award-winning financial technology firm, as a developer to build and enhance our Derivative EDGE application. You will develop financial tools and products, implement pricing models using third-party analytics, and utilize various programming languages and statistical methods. The role involves improving financial instruments and designs and interacting with databases. This remote or New York-based position offers a competitive salary ($135,000-$145,000), equity, annual bonus, and comprehensive benefits.

Requirements

• Master’s degree in mathematical finance or related field
• Strong knowledge of Interest Rate Derivative Products, including stochastic modelling for pricing them
• Object Oriented Programming

Responsibilities

• Develop, create, and modify Derivative EDGE application to build financial tools and create financial products
• Implement financial pricing models using a third-party analytics package
• Use different computer programming languages, mathematics, and statistical methods
• Improve the working of financial instruments and designs
• Interact with databases within the Derivative EDGE application, working both individually and as part of a team

Benefits

• Base salary, equity, and annual bonus as part of the compensation package
• 40 hours of sick leave
• 18 days of PTO
• Paid parental leave
• 401K contribution at 3%
• Competitive health benefits including HSA & FSA options, life insurance, and short-term disability