Financial Engineer

SS&C; Toronto; Hybrid; CAD 80,000 - 100,000; Full time

Job summary

A leading financial services firm in Toronto is seeking a Financial Engineer to support hedge fund Risk Managers with risk reporting and analytics. Candidates should have a strong background in finance, programming skills in SQL and Python, and excellent communication abilities. This full-time position requires 3 years of industry experience and offers a hybrid working model.

Qualifications

• 3 years of financial industry experience required.
• Strong understanding of programming languages and database management.
• Basic knowledge of Unix/Linux is a plus.

Responsibilities

• Support clients on risk reports and analytics.
• Create SQL and Python scripts for data extraction.
• Test and validate pricing models.
• Coordinate new client setups on the risk platform.

Skills

Financial industry experience

SQL proficiency

Python (Pandas)

Analytic skills

Problem solving

Communication skills

Education

Bachelor's or Master's degree in Finance, Financial Engineering or Quantitative Finance

Tools

SQL

Python

Bloomberg

Job description

Overview

As a leading financial services and healthcare technology company based on revenue SS&C is headquartered in Windsor Connecticut and has 27000 employees in 35 countries. Some 20000 financial services and healthcare organizations from the world's largest companies to small and mid-market firms rely on SS&C for expertise scale and technology.

Job Description

Position: Financial Engineer

Location(s): Toronto Canada - Hybrid

What You Will Get To Do

• Provide support to clients (mainly Hedge Fund Risk Managers) regarding the content and the production of risk reports: answer queries on risk exposures measures scenarios Value-At-Risk calculations and models used within the risk system.
• Create ad hoc SQL and Python scripts to extract data out of the risk system to facilitate investigations.
• Work together closely with the risk development team to test and validate new pricing models and enhancements.
• Reconcile client expectations with the numbers reported by our system using alternate systems such as Bloomberg and/or in house Excel add-in libraries.
• Coordinate and actively participate in the setting up of new clients on the risk platform and configuring the risk engine to conduct the set of analyses as required.
• Identify and address any ad hoc issues regarding the production of risk reports and escalate to the appropriate team.
• Provide input and feedback for the continuous enhancement of the system.

What You Will Bring

• Bachelors degree and/or Masters degree in Finance, Financial Engineering or Quantitative Finance.
• 3 years of financial industry experience
• Strong understanding of modern programming language and database management concepts.
• Knowledge of undergraduate level Statistics.
• Experience in SQL and Python (Pandas)
• Knowledge of cross asset class financial instruments modeling and pricing (equity / FX options, bonds, futures, interest-rate swaps, CDS, etc.).
• Understanding of risk management techniques VaR approaches (Historical Monte-Carlo) and sensitivity measures (option greeks DV01 PVO1 etc).
• Basic understanding of trading strategies across all major asset classes and hedge fund investment styles.
• Strong analytic skills and logical reasoning / problem solving.
• Basic knowledge of Unix / Linux a plus.
• Experience with production software environments a plus.
• Familiarity with Bloomberg a plus.
• Experience in a client facing role a plus.
• Good written and verbal communication skills

Diversity, Inclusion & Employment

We encourage applications from people of all backgrounds to enable us to bring diverse perspectives to our thinking and conversation. SS&C Technologies Canada Corp. fosters a positive equitable and progressive workforce and is committed to accommodating applicants with disabilities throughout the hiring process. We will work with applicants requesting accommodation at any stage of this process. If you require any accommodation during the application and hiring process please contact. No phone calls or email applications please. We thank all candidates for their interest but only those under consideration will be contacted.

Employment Type: Full-Time

Experience: years

Vacancy: 1