Lead Financial Engineer (Securitized Debt)

1 Month ago • All levels • Software Development & Engineering • $139,000 PA - $160,000 PA

Job Summary

Job Description

SimCorp is seeking a Lead Financial Engineer with expertise in securitized debt to join their New York office. This role involves leading structured debt initiatives and providing expert guidance. Responsibilities include constructing, maintaining, and improving analytics for structured debt products, enhancing pricing models and risk analytics for securitized debt instruments, and acting as a pricing subject matter expert. The role also requires documenting models, supporting sales teams, and interacting with clients to understand requirements and diagnose issues. The ideal candidate will have extensive knowledge of structured debt modeling and strong programming skills.
Must have:
  • Construct/maintain/improve analytics for structured debt
  • Improve performance of pricing models and risk analytics
  • Subject matter pricing expert in structured debt
  • Document models and analytics
  • Support sales and pre-sales teams
  • Interact with clients to understand requirements
  • Help client services diagnose issues
  • Quantitative MSc/MFE degree or advanced quantitative degree
  • In-depth knowledge of structured debt
  • Excellent understanding of risk modeling and statistical techniques
  • Very good oral and written communication skills
  • Strong programming skills, especially on .Net platform (C#)
  • Good object-oriented knowledge
  • Strong ability to problem-solve
Good to have:
  • Knowledge/experience of Yieldbook
  • Knowledge/experience of AdCo
  • Knowledge/experience of Moody's structured finance valuation service
Perks:
  • Annual discretionary bonus
  • Health care
  • Leave
  • Retirement plans

Job Details

Who We Are

For over 50 years, we have worked closely with investment and asset managers to become the world’s leading provider of integrated investment management solutions. We are 3,000+ colleagues with a broad range of nationalities, educations, professional experiences, ages, and backgrounds in general.

SimCorp is an independent subsidiary of the Deutsche Börse Group. Following the recent merger with Axioma, we leverage the combined strength of our brands to provide an industry-leading, full, front-to-back offering for our clients, with SimCorp as the overarching company brand and Axioma as a key product brand.

SimCorp is an equal opportunity employer. We are committed to building a culture where diverse perspectives and expertise are integrated in our everyday work. We believe in the continual growth and development of our employees, so that we can provide best-in-class solutions to our clients.

While seeking to deliver client value, we believe it is vital to consider our people and our planet in every business decision we make. Acting responsibly is not optional. It is essential.

Why this role is important to us

SimCorp is looking for a lead financial engineer with experience in securitized debt to join our New York office. Reporting to the head of Financial Engineering the ideal candidate will lead the structured debt initiative and provide expert guidance in all matters related to securitized debt.

Extensive knowledge of structured debt modeling and excellent programming skills are a must for this position. It is essential that you can work collaboratively in our team environment, with strong commitment and innovative mindset.

What you will be responsible for:

 • Construct/maintain/improve analytics for structured debt product

 • Improve performance of pricing models and risk analytics for securitized debt instruments

 • Act as a subject matter pricing expert in the structured debt area

 • Document models and analytics in internal or external documents, and trade journals

• Support sales and pre-sales team in analyzing prospects portfolios and participating in products demo

 • Interact with clients to understand their special requirements • Help client services in diagnosing issues and applying financial engineering skills to figure out appropriate solutions

 
What we value

 • Quantitative MSc/MFE degree, or advance quantitative degree (e.g. econometrics, engineering, finance, mathematics, operations research, physics)

• In-depth knowledge of structured debt

 • Excellent understanding of various risk modeling and statistical techniques

• Very good oral and written communication skills

 • Strong programming skills, especially on the .Net platform (C#) – ok with other languages.

• Good object-oriented knowledge

• Strong ability to problem-solve and quickly identify problem resolution

Additional skills:

• Knowledge/experience of/with Yieldbook, AdCo  and Moody’sstructured finance valuation service are a plus.

NEXT STEPS 

Please send us your application in English via our career site as soon as possible, we process incoming applications continually. Please note that only applications sent through our system will be processed. At SimCorp, we recognize that bias can unintentionally occur in the recruitment process. To uphold fairness and equal opportunities for all applicants, we kindly ask you to exclude personal data such as photo, age, or any non-professional information from your application. Thank you for aiding us in our endeavor to mitigate biases in our recruitment process. 

If you are interested in being a part of SimCorp but are not sure this role is suitable, submit your CV anyway. SimCorp is on an exciting growth journey, and our Talent Acquisition Team is ready to assist you discover the right role for you. The approximate time to consider your CV is three weeks.    
 

For New York City only: The salary range for this position is $139,000 - $160,000 USD. Additionally, employees are eligible for an annual discretionary bonus, and benefits including health care, leave, and retirement plans. Your total compensation may vary based on role, location, department and individual performance. 

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About The Company

SimCorp is a provider of industry-leading integrated investment management solutions for the global buy side. Founded in 1971, with more than 3,000 employees across five continents, SimCorp is a truly global technology leader that empowers more than half of the world’s top 100 financial companies through its integrated platform, services, and partner ecosystem. SimCorp is a subsidiary of Deutsche Börse Group. As of 2024, SimCorp includes Axioma, the leading provider of risk and management and portfolio optimization solutions for the global buy side.

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