Quant Finance Engineer

Keasis; Pasadena (CA); On-site; USD 120,000 - 170,000; Full time

Job summary

Keasis is seeking a seasoned Quantitative Risk Analyst to advance portfolio risk measurement and forecasting using sophisticated models. You will collaborate with risk managers, portfolio managers, and client services to deliver reliable insights that inform strategy.

The role requires 5+ years of model development and validation in financial markets, with a Master’s (or PhD) in a quantitative field and strong fixed income analytics experience including MBS and structured products.

Qualifications

• Master’s/PhD in a quantitative field (Physics, Maths, Quant Finance, Economics, Statistics)
• 5+ years of quantitative model development and validation experience
• Experience in financial markets and risk analysis

Responsibilities

• Analyze portfolio risk using quantitative techniques and report findings.
• Build models to assess risk exposures and portfolio impact.
• Maintain and enhance existing risk methodologies.
• Improve risk analysis tools for accuracy and efficiency.
• Collaborate with risk managers and portfolio managers and communicate findings to senior stakeholders.

Skills

Python

Monte Carlo simulation

Time-series modeling

Visual Basic for Applications

Fixed income analytics

Education

Master’s degree in a quantitative discipline

PhD in a quantitative field

Tools

Aladdin

Bloomberg

YieldBook

Job description

Background needed:

Masters / PhD in Physics / Maths / Quant Finance / Economics / Statistics.

Focus Area:

Market Risk with experience of Derivatives Products Valuation (If you find profiles with focus on Credit Risk – reject but if you find profiles with focus on Counterparty Credit Risk / CVA / XVA – you can share)

The Quantitative Risk Analyst team safeguards the firm’s investment decisions by measuring, analyzing, and forecasting portfolio risk using advanced quantitative models and technology. Team members are experienced quantitative professionals who work collaboratively with risk managers, portfolio managers, and client services to deliver reliable insights that inform strategy and strengthen portfolio analytics. Joining this team offers the opportunity to work with sophisticated models, influence firm-wide risk decisions, and grow within a highly analytical, collaborative environment.

How You Will Add Value

• You will analyze and report portfolio risk using quantitative techniques.
• You will build models to assess risk exposures and portfolio impact.
• You will maintain and enhance existing risk methodologies.
• You will improve risk analysis tools for accuracy and efficiency.
• You will collaborate with risk managers and portfolio managers.
• You will support cross-functional initiatives with quantitative insights.
• You will communicate risk findings clearly to senior stakeholders.

What Will Help You Be Successful in This Role

Experience

• 5+ years of quantitative model development and validation experience.
• Background working within financial markets.

Education & Certifications

• Master’s degree in a quantitative discipline, such as Finance or Financial Engineering.
• Doctorate in a quantitative field preferred.

Technical Skills

• Expertise in fixed income analytics, including Mortgage-Backed Securities and structured products.
• Strong understanding of Monte Carlo simulation and time-series modeling.
• Advanced programming skills in Python and Visual Basic for Applications.
• Experience with industry platforms such as Aladdin, Bloomberg, or YieldBook.