Quantitative Financial Engineer

As a leading financial services and healthcare technology company based on revenue SS&C is headquartered in Windsor Connecticut and has 27000 employees in 35 countries. Some 20000 financial services and healthcare organizations from the worlds largest companies to small and mid-market firms rely on SS&C for expertise scale and technology.

Job Description

Quantitative Financial Engineer (SS&C Technologies Inc.; Windsor CT) (Multiple Positions): The Quantitative Financial Engineer is responsible for applying mathematical and statistical techniques to study measure and evaluate financial instruments financial markets and the behavior of market participants. This role typically revolves around the design development construction of mathematical models and analytical approaches designed to provide insight into complex financial systems. Specific responsibilities include: Provide support to clients (mainly Hedge Fund Risk Managers) regarding the content and the production of risk reports: answer queries on risk exposures measures scenarios Value-At-Risk calculations and models used within the risk system. Create ad hoc SQL and Python scripts to extract data out of the risk system to facilitate investigations. Work together closely with the risk development team to test and validate new pricing models and enhancements. Reconcile client expectations with the numbers reported by our system using alternate systems such as Bloomberg and/or in house Excel add in libraries. Coordinate and actively participate in the setting up of new clients on the risk platform and configuring the risk engine to conduct the set of analyses as required. Identify and address any ad hoc issues regarding the production of risk reports and escalating to the appropriate team. Provide input and feedback for the continuous enhancement of the system. Telecommuting permitted.

Minimum requirements: Bachelors degree or equivalent in Mathematics Applied Science Business Finance Economics or related field plus 2 years of experience in an engineering role. Alternatively will accept a Masters degree or equivalent in Mathematics Applied Science Business Finance Economics or related field.

Must have: Knowledge of cross asset class financial instruments modeling and pricing (equity/FX options bonds futures interest-rate swaps CDS etc.). Strong understanding of risk management techniques VaR approaches (Historical Monte-Carlo) and sensitivity measures (option greeks DV01 PVO1 etc.). Basic understanding of trading strategies across all major asset classes and hedge fund investment styles. Strong analytic skills and logical reasoning/problem solving. Strong understanding of SQL or Python (Pandas) Excel macros and Bloomberg. Strong understanding of modern programming language and database management concepts. Client-facing experience with excellent written and verbal communication skills.

Apply online at or send resume to: Angela Lamar Talent Acquisition SS&C Technologies Inc. Ref: . An EOE.

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Unless explicitly requested or approached by SS&C Technologies Inc. or any of its affiliated companies the company will not accept unsolicited resumes from headhunters recruitment agencies or fee-based recruitment services.

Applications will be accepted on an ongoing basis until the position is filled.

SS&C Technologies is an Equal Employment Opportunity employer and does not discriminate against any applicant for employment or employee on the basis of race color religious creed gender age marital status sexual orientation national origin disability veteran status or any other classification protected by applicable discrimination laws.