Associate Financial Engineer

New York, United States | Posted on 04/29/2026

We are seeking an Associate Financial Engineer to support the expansion of risk and modeling functionality within the Asset Management Solutions division of a leading global fintech company serving broker-dealers, asset managers, and financial institutions worldwide. This is a client-facing, highly technical role where you will work directly alongside traders and quants at major financial institutions to implement their risk requirements, validate models, and design risk management solutions across a wide range of asset classes.

The ideal candidate has a strong quantitative foundation, hands-on derivatives valuation experience, and the ability to translate complex modeling work into actionable business solutions for clients.

• Work directly with clients to analyze and implement risk requirements including model selection, scenario design, and risk reporting workflows
• Support the design and implementation of risk management functions including stress testing and Value-at-Risk frameworks
• Perform model validation across a wide range of asset classes including equity derivatives, credit derivatives, rates, and fixed income
• Collaborate with Product Management to build custom solutions for risk and valuation modeling projects
• Sit on the Risk Development Panel to prioritize and contribute to product development and roadmap decisions
• Provide Level 2 client support on risk modeling and pricing valuation
• Work with traders and quants in a demanding environment on model validation projects
• Support the preparation of ROI analyses and project timelines for development and service delivery groups

• Bachelor's degree in a quantitative discipline (Mathematics, Financial Engineering, Physics, Computer Science, or related)
• 2–4 years of experience in financial market modeling or risk management
• Solid valuation knowledge across instrument types including equity derivatives, credit derivatives, rates, and fixed income products
• In-depth understanding of valuation models and portfolio risk strategies
• Strong analytical and problem-solving skills with the ability to work in a fast-paced, high-pressure environment
• Ability to communicate complex quantitative concepts clearly to both technical and non-technical stakeholders

• Familiarity with model libraries such as Numerix, Fin Cad, or Monis
• Experience with trading and risk systems such as Calypso, Murex, Risk Metrics, Front Arena, or Imagine
• Working knowledge of trading strategies, accounting, and portfolio management principles
• Experience with market data sources including Bloomberg, Super Derivatives, or Mark It
• Python, MATLAB, C++, or SQL proficiency