Quantitative Finance Engineer: Private Markets Pricing

The Beneficient Company Group (USA), L.L.C.; Dallas (TX); On-site; USD 120,000 - 180,000; Full time

Job summary

The Beneficient Company Group (USA), L.L.C. is seeking a Financial Quantitative Analyst to design, build, validate and maintain pricing and risk models for private‑market assets, focusing on the ValueAlt pricing engine and the AltLens risk engine.

You will combine financial engineering with full‑stack software development to productionize models and deliver client‑facing tools. You’ll work across platforms, build data pipelines from filings, backtest, and document methodology, with an emphasis

Qualifications

• Bachelor’s degree in financial engineering, quantitative finance, mathematics, statistics, physics, computer science, or a related quantitative field; Master’s preferred.
• Working command of time value of money, DCF, NPV/IRR, volatility, correlation, value-at-risk, Monte Carlo simulation.
• Solid statistical foundation: regression, time-series, probability distributions, parameter estimation.
• Ability to read a methodology paper or fund document and turn it into a working model.

Responsibilities

• Build and maintain cash-flow projection models for private fund interests, including lifecycle events and Monte Carlo simulation.
• Implement and calibrate discount-rate and fair-value methodology against observed data.
• Extend coverage to evergreen and interval funds with gated or periodic liquidity.
• Produce scenario analysis, advance rates, and audit-ready valuation output.
• Develop private-market risk factor model with historical returns, volatility, beta, correlation, and VaR analytics.
• Implement historical and hypothetical stress scenarios and portfolio what-if analysis.
• Develop allocation-versus-limit monitoring and portfolio risk reporting.
• Build front-end and API layers, data pipelines, model runs, and reporting for boards/clients.
• Document methodology and code for knowledge sharing.

Skills

Python production

SQL

Git workflows

Docker

AWS

Vue.js/Flask experience

Education

Bachelor's in financial engineering / quantitative field

Master’s preferred

Tools

Vue.js

Flask

React

Node.js

Jinja2

Job description

The Beneficient Company Group (USA), L.L.C. is seeking a Financial Quantitative Analyst to design, build, validate and maintain pricing and risk models for private‑market assets, focusing on the ValueAlt pricing engine and the AltLens risk engine.

You will combine financial engineering with full‑stack software development to productionize models and deliver client‑facing tools. You’ll work across platforms, build data pipelines from filings, backtest, and document methodology, with an emphasis