Financial Engineer

Summary

Join MerQube, a fintech firm disrupting systematic investing, as a Financial Engineer in New York City. You will model, create, backtest, and launch index strategies across various asset classes, using Python and collaborating with the Financial Engineering team and clients. Responsibilities include designing and implementing indices, analyzing and implementing tooling for the indexing platform, enhancing testing and methodology, handling customer issues, engaging with clients during product development, improving code quality, and enhancing system observability. You will work with financial data sets and applications from providers like FactSet and Bloomberg. This role requires a Master's degree in a quantitative field and expertise in Python programming, financial markets, and financial data applications. MerQube offers competitive compensation, full-time benefits, flexible working arrangements, and a focus on wellness and work-life balance.

Requirements

• Master’s degree, or foreign equivalent, in Financial Engineering, Computer Science, Computational Finance or related quantitative field
• Python programming, with a focus on financial data management
• Financial markets and the intersection of software and quantitative finance
• Financial data sets and applications (FactSet, Reuters, Morningstar, Bloomberg, Axioma, and/or Barra)

Responsibilities

• Design and implement indices with MerQube best practices to enable internal and external users
• Analyze and implement tooling for MerQube Indexing platform by working with internal customers to enable scaling and fast business processes
• Enhance the tests and methodology in an agile environment and provide ongoing maintenance, support and enhancements in existing systems and platforms
• Handle incoming customer issues and reports by analyzing code, logs and performing debugging to fix production issues quickly
• Engage with internal and external customers during product development lifecycle through meetings to ensure that requirements are accurate and without ambiguity
• Improve the quality of the overall code during code review process by ensuring that changes adhere to company guidelines to enable consistent high quality of the platform
• Modify and adapt existing code for new functionality by performing re-factoring, implementing new code changes, and improving code coverage to ensure that changes are safe and regression free
• Improve the observability of the systems by implementing logging, building dashboards, and creating alarms to monitor the health of indices in production
• Utilize advanced programming skills, especially in Python, to implement distributed systems and adhere to general software engineering principles
• Work with financial data sets and applications such as FactSet, Reuters, Morningstar, Bloomberg, Axioma, and Barra
• Develop, model, and backtest new index strategies using Python, with a focus on financial data management
• Collaborate with the Financial Engineering team to create MerQube branded financial engines and indexing strategies for major financial institutions
• Interface directly with clients and the platform engineering team, automating processes for daily and historical calculations to construct powerful financial engines

Benefits

• Competitive compensation packages
• Stellar full-time benefits, including medical, dental, vision, and more
• Flexible working arrangements, including opportunities to work remotely
• Community-first environment (we want your colleagues to be your friends!)
• Focus on health, wellness, and work-life balance
• Opportunities to learn, develop, and grow
• PTO, holiday, and sick time