Lead Financial Engineer (Securitized Debt)

Sim; New York (NY); Hybrid; USD 139,000 - 160,000; Full time

Job summary

A leading investment management solutions provider is seeking a lead financial engineer in New York. The role focuses on structured debt, requiring extensive modeling knowledge and programming abilities. Candidates should possess a quantitative degree and strong communication skills, contributing to innovative solutions in a collaborative team environment.

Benefits

Annual discretionary bonus

Health care benefits

Retirement plans

Leave benefits

Qualifications

• Extensive knowledge of structured debt modeling required.
• Strong programming skills on .Net platform (C#) preferred.
• Excellent oral and written communication skills.

Responsibilities

• Construct, maintain, and improve analytics for structured debt products.
• Act as subject matter pricing expert in structured debt.
• Support sales and pre-sales teams in analyzing portfolios.

Skills

Structured debt

Risk modeling

Programming (C#)

Problem-solving

Communication

Education

Quantitative MSc/MFE degree

Advanced quantitative degree (e.g. econometrics, engineering)

Tools

Yieldbook

AdCo

Moody’s structured finance valuation service

Job description

Who We Are

For over 50 years, we have worked closely with investment and asset managers to become the world’s leading provider of integrated investment management solutions. We are 3,000+ colleagues with a broad range of nationalities, educations, professional experiences, ages, and backgrounds in general.

SimCorp is an independent subsidiary of the Deutsche Börse Group. Following the recent merger with Axioma, we leverage the combined strength of our brands to provide an industry-leading, full, front-to-back offering for our clients, with SimCorp as the overarching company brand and Axioma as a key product brand.

SimCorp is an equal opportunity employer. We are committed to building a culture where diverse perspectives and expertise are integrated in our everyday work. We believe in the continual growth and development of our employees, so that we can provide best-in-class solutions to our clients.

While seeking to deliver client value, we believe it is vital to consider our people and our planet in every business decision we make. Acting responsibly is not optional. It is essential.

Why this role is important to us

SimCorp is looking for a lead financial engineer with experience in securitized debt to join our New York office. Reporting to the head of Financial Engineering the ideal candidate will lead the structured debt initiative and provide expert guidance in all matters related to securitized debt.

Extensive knowledge of structured debt modeling and excellent programming skills are a must for this position. It is essential that you can work collaboratively in our team environment, with strong commitment and innovative mindset.

What you will be responsible for:

• Construct/maintain/improve analytics for structured debt product

• Improve performance of pricing models and risk analytics for securitized debt instruments

• Act as a subject matter pricing expert in the structured debt area

• Document models and analytics in internal or external documents, and trade journals

• Support sales and pre-sales team in analyzing prospects portfolios and participating in products demo

• Interact with clients to understand their special requirements • Help client services in diagnosing issues and applying financial engineering skills to figure out appropriate solutions

What we value

• Quantitative MSc/MFE degree, or advance quantitative degree (e.g. econometrics, engineering, finance, mathematics, operations research, physics)

• In-depth knowledge of structured debt

• Excellent understanding of various risk modeling and statistical techniques

• Very good oral and written communication skills

• Strong programming skills, especially on the .Net platform (C#) – ok with other languages.

• Good object-oriented knowledge

• Strong ability to problem-solve and quickly identify problem resolution

Additional skills:

• Knowledge/experience of/with Yieldbook, AdCo and Moody’sstructured finance valuation service are a plus.

NEXT STEPS

Please send us your application in English via our career site as soon as possible, we process incoming applications continually. Please note that only applications sent through our system will be processed. At SimCorp, we recognize that bias can unintentionally occur in the recruitment process. To uphold fairness and equal opportunities for all applicants, we kindly ask you to exclude personal data such as photo, age, or any non-professional information from your application. Thank you for aiding us in our endeavor to mitigate biases in our recruitment process.

If you are interested in being a part of SimCorp but are not sure this role is suitable, submit your CV anyway. SimCorp is on an exciting growth journey, and our Talent Acquisition Team is ready to assist you discover the right role for you. The approximate time to consider your CV is three weeks.

For New York City only: The salary range for this position is $139,000 - $160,000 USD. Additionally, employees are eligible for an annual discretionary bonus, and benefits including health care, leave, and retirement plans. Your total compensation may vary based on role, location, department and individual performance.

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