1006: Quantitative Developer

We are seeking a Quantitative Developer to join our Portfolio Management team!

Responsibilities:

1. Develop, improve, and implement financial models in connection with:

Derivatives and option pricing

Volatility estimation

Analysis of portfolio risk exposures

Investment/portfolio allocation and hedging methodologies

Financial and performance attribution

Data management and validation

2. Design and implement innovative risk management and trading strategies
3. Develop supporting business infrastructure and processes
4. Write technical whitepapers and documentation
5. Partner with other internal groups to meet objectives and build strong working relationships
6. Communicate and present ideas and analytical results both internally to other Milliman professionals and externally to clients
7. Receive mentorship and guidance from senior researchers

Your Qualifications

Required:

Obtained, or made successful progress toward, an advanced quantitative academic degree, preferably in a STEM field or quantitative finance

Completed, or made successful progress toward, CFA, FRM, PRM, CAIA, or similar advanced accreditation

1-3 years experience in the financial industry

Demonstrate solid programming/coding proficiency

Desired:

Quantitative finance experience with an emphasis on the fundamentals of mathematical finance/financial engineering, derivatives valuation theory, portfolio and risk management

Experience with C++, C# and F#

Track record of successful project/task completion

Sharp critical thinking skills, sound judgment and decision making ability, and both the ability and willingness to clearly articulate your ideas

Strong written and verbal communication skills

An inherent sense of the value of collaboration

The ability to work both collaboratively and independently

Proven ability to work in a fast-pace environment where the client is always first

Required

Bachelors or better in Financial Engineering or related field.

1-3 years: Of experience in the financial industry.