- Top 10% of respondersSkyTails.com is in the top 10% of companies in terms of response time to applications
- Responds within a weekBased on past data, SkyTails.com usually responds to incoming applications within a week
- Growing fastShowed strong hiring growth in the past month
Financial Engineer & Quant
- Remote (Everywhere)
- |3 years of exp
- |Full Time
Remote only
Not Available
About the job
Risk Management / Quantitative Trading / Derivatives Pricing
As a Financial Engineer, you will design and implement complex mathematical models to price financial instruments, manage portfolio risk, and identify market inefficiencies. You will translate high-level financial theories into high-performance code, ensuring our systems can handle extreme market volatility and high-frequency data.
Education: Master’s or PhD in Financial Engineering, Mathematical Finance, Physics, or a related quantitative field.
Quantitative Modeling & Derivatives Pricing
Risk Management & Portfolio Optimization
Algorithmic Implementation
Programming Stack:
Primary: C++ (Standard Library, Boost) or Python (NumPy, Pandas, Scipy, PyTorch).
Database: SQL, KDB+/q (for time-series data).
Financial Knowledge: Strong understanding of Fixed Income, Equities, and Volatility surfaces.
About the company
SkyTails.com
- Top 10% of respondersSkyTails.com is in the top 10% of companies in terms of response time to applications
- Responds within a weekBased on past data, SkyTails.com usually responds to incoming applications within a week
- Growing fastShowed strong hiring growth in the past month
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