Financial Engineer

About the job

TS Imagine a global leader in trading and risk management SaaS-based software is seeking a Financial Engineer to join our Models and Quantitative Data team in our London office!

As a Financial Engineer you will design develop and test sophisticated models to value financial positions construct quantitative datasets (e.g. curves volatility cubes correlation matrices) and calculate market risk metrics (e.g. VaR greeks) in real-time across all asset classes. Our cutting-edge risk and pricing models are trusted by some of the worlds most prestigious financial institutions including global investment banks and multi-strategy hedge funds.

Who will love this job

• A scientist you are comfortable with numerical methods linear algebra partial differential equations probability theory and statistics
• An engineer who has a passion for computer science system performance clean code and architecture with an owner mentality
• A doer who is enthusiastic about new challenges accepts a broad spectrum of responsibilities and works hard to produce a high-quality result
• A learner who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance
• An excellent teammate who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment

What youll do

• Design and develop financial models for pricing positions and calculating market risk metrics across asset classes including equity credit FX fixed income commodities crypto and their derivatives
• Write modern high-performance C code that is clean reusable well-tested and optimized for large-scale distributed systems using a high-performance grid computing platform
• Leverage Python SQL and Snowflake to analyze construct and validate model inputs
• Document methodologies to support internal and external model validation and compliance processes

What you should have

• M.S. or PhD in mathematics physical sciences or engineering preferred
• Excellent quantitative and programming skills with 3-5 years experience in large-scale C development and program design as well as data intensive products
• Familiarity with additional programming languages such as Python Java and SQL
• Strong understanding of financial derivatives market conventions and their implementation
• Hands-on experience with financial data structures such as yield curves (OIS Libor cross-currency) inflation curves volatility surfaces and interest rate volatility cubes (preferably live or intraday)
• Experience in developing risk management tools such as VaR Monte Carlo scenario analysis and P&L is preferred

Why TS Imagine / Benefits

• Please note: This role requires applicants to be based in London as it is anin-officeposition (4 days in office).Remote work is not possible.
• Vacation and Personal days
• Annual bonus and salary review
• Training Budget $1500
• Health dental life assurance and eye care vouchers
• Salary sacrifice pension scheme

About TS Imagine

Created out of the combination of two best-in-class SaaS platforms TradingScreen and Imagine Software TS Imagine delivers integrated trading portfolio and real-time risk solutions for capital markets. The platform is uniquely positioned to streamline complex and time-consuming workflows across front middle and back office functions. TS Imagine has close to 400 employees in 10 offices worldwide serving approximately 500 global buy-side and sell-side institutions across North and South America EMEA and Asia Pacific including hedge funds traditional asset managers pension funds mutual funds and financial institutions.

We challenge our employees every day to think creatively and innovate across silos and across platforms.

Join us!