A global risk and financial advisory solution firm is seeking a Quantitative Application Engineer to join their Digital Solutions Private Capital Markets Team (PCM). In this role, you will work with an experienced team to design and build out both internal and client facing financial applications. In addition, you will help integrate new modeling techniques to existing analytic libraries, define and implement automated tests of financial functionality, and develop scalable, high-performance valuation models for different asset classes partnering with financial domain experts.

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Required Skills & Experience
- Minimum 3 years of professional design and programming experience in C#, Python or C/C++
- Prior experience designing, debugging, testing and optimizing financial algorithms
- Financial Industry experience required and familiarity with the modelling of one or more financial asset classes (relevant experience with derivatives and/or structured products)
- Able to write understandable, concise documentation
- BS/MS in quantitative finance, math, quantitative sciences, computer science or engineering

Nice to Have Skills & Experience
- Hands on experience with SQL and relational DB design beneficial
- Experience working with large code bases in an enterprise environment
- Experience using git for version control and/or Azure DevOps experience
- Financial Modeling (Private equity and fixed income preferred)

Benefit packages for this role will start on the 31st day of employment and include medical, dental, and vision insurance, as well as HSA, FSA, and DCFSA account options, and 401k retirement account access with employer matching. Employees in this role are also entitled to paid sick leave and/or other paid time off as provided by applicable law.