Senior Financial Engineer (Equity Derivatives) (SG Americas Securities, LLC, New York, NY)
Responsibilities:
- Develop, test & deploy new back-end software applications with a focus on pricing and modeling trading systematic strategies.
- Analyze and back test strategies using Excel and Python programming language.
- Analyze and produce financial models (including stochastic volatility model and Local Volatility Model) used to price Cross Asset Solutions portfolios.
- Use Python, Excel, and VBA to develop quantitative tools for back testing of systematic trading strategies across various asset classes (including Equity, Commodities, Fixed Income, FX, and Multi-Asset) while considering trading and pricing constraints.
- Develop, design, and promote Equity derivatives and Hybrid derivatives products and solutions, focused on Distribution business and Financial Institutions.
- Run daily pricings of structured products for the Insurance business and Distribution business.
- Work with and optimize the use of massive relational and No SQL databases.
- Promote and ensure pre-trade service directly with sales teams and clients.
- Develop automation tools to price structured products for the sales force and clients.
- Create pricing runs or automation to enhance client experience and pricing efficiency.
- Promote and ensure post-trade service directly with sales teams and clients.
- Implement post-trade workflow systems to automate trade executions and booking processes.
- Implement PowerBI dashboards and management systems for tracking sales activities.
- Manage convergences with IT and within ENG.
- Explore new IT technologies to enhance business workflow.
Profile Required:
MINIMUM REQUIREMENTS:
- Master’s degree or U.S. equivalent in Financial Engineering, Computer Engineering, Computer Science, Mathematics, Finance, or related field, plus 3 years of professional experience as a Program Analyst, Financial Engineer or similar.
- 3 years of professional experience programming in Python, C#, Excel, and VBA for quantitative tools.
- 3 years of experience transcripting requests into scalable IT applications.
- 3 years of experience developing web solutions to automate sales activities.
- 3 years of experience coding using automatic unit testing.
- 3 years of experience designing and implementing APIs for service-driven architecture.
- 3 years of experience analyzing and improving performance of libraries by enhancing algorithms.
- 2 years of experience utilizing financial knowledge in options theory.
- 2 years of experience analyzing ongoing financial and economic conditions for trading and portfolio risk management.
- 1 year of experience developing, testing, and deploying new back-end software applications for pre-trade systems.
Salary: $132,371-$275,000 per year.
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