Requires a Masters degree in Financial Engineering, Financial Mathematics, Physics, Mathematics, or related field. Work experience or academic coursework must include modern portfolio theory, including knowledge on asset allocation optimization and risk decomposition; advanced statistical and math knowledge including linear regression, probability theory, time series, matrix computation, and optimization algorithm; equity option, swap, swaption and other derivatives pricing that provide tail risk hedging solutions; experience with modelling fixed income securities, equity, FX, and alternatives such as private equity, private credit, and hedge funds; knowledge of stochastic calculus and modelling multi assets including long term rates, equity, and credit spread movement for retirement related analysis; experience with OOP programming and building analysis or backtest engine; programming ability in sql, python and MATLAB; and, experience with data ETL process, data cleaning and visualization. Employer will accept any suitable combination of education, training andor experience which would qualify an applicant for this position.
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