{"schemaVersion":"jobsearcher.job.v1","id":"a6a67fe5efa0e0d411318c07","url":"https://jobsearcher.com/jobs/a6a67fe5efa0e0d411318c07","canonicalUrl":"https://jobsearcher.com/jobs/a6a67fe5efa0e0d411318c07","title":"Quant Finance Engineer","description":"Background needed: Masters / PhD in Physics / Maths / Quant Finance / Economics / Statistics.\r\nFocus Area: Market Risk with experience of Derivatives Products Valuation (If you find profiles with focus on Credit Risk – reject but if you find profiles with focus on Counterparty Credit Risk / CVA / XVA – you can share)\r\nThe Quantitative Risk Analyst team safeguards the firm's investment decisions by measuring, analyzing, and forecasting portfolio risk using advanced quantitative models and technology. Team members are experienced quantitative professionals who work collaboratively with risk managers, portfolio managers, and client services to deliver reliable insights that inform strategy and strengthen portfolio analytics. Joining this team offers the opportunity to work with sophisticated models, influence firm-wide risk decisions, and grow within a highly analytical, collaborative environment.\r\nHow You Will Add Value You will analyze and report portfolio risk using quantitative techniques.\r\nYou will build models to assess risk exposures and portfolio impact.\r\nYou will maintain and enhance existing risk methodologies.\r\nYou will improve risk analysis tools for accuracy and efficiency.\r\nYou will collaborate with risk managers and portfolio managers.\r\nYou will support cross-functional initiatives with quantitative insights.\r\nYou will communicate risk findings clearly to senior stakeholders.\r\nWhat Will Help You Be Successful in This Role Experience 5+ years of quantitative model development and validation experience.\r\nBackground working within financial markets.\r\nEducation & Certifications Master's degree in a quantitative discipline, such as Finance or Financial Engineering.\r\nDoctorate in a quantitative field preferred.\r\nTechnical Skills Expertise in fixed income analytics, including Mortgage-Backed Securities and structured products.\r\nStrong understanding of Monte Carlo simulation and time-series modeling.\r\nAdvanced programming skills in Python and Visual Basic for Applications.\r\nExperience with industry platforms such as Aladdin, Bloomberg, or YieldBook.\r\nJ-18808-Ljbffr","company":"Keasis","rawCompany":"keasis","city":"Pasadena","state":"CA","isRemote":false,"isActive":false,"createdAt":"2026-08-20T00:27:22.615Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"13-2051.00","title":"Financial and Investment Analysts","slug":"financial-and-investment-analysts"},{"code":"13-2054.00","title":"Financial Risk Specialists","slug":"financial-risk-specialists"}],"industries":[{"code":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"},{"code":"523999","title":"Miscellaneous Financial Investment Activities","slug":"miscellaneous-financial-investment-activities"},{"code":"523150","title":"Investment Banking and Securities Intermediation","slug":"investment-banking-and-securities-intermediation"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quant Finance Engineer","description":"Background needed: Masters / PhD in Physics / Maths / Quant Finance / Economics / Statistics.\r\nFocus Area: Market Risk with experience of Derivatives Products Valuation (If you find profiles with focus on Credit Risk – reject but if you find profiles with focus on Counterparty Credit Risk / CVA / XVA – you can share)\r\nThe Quantitative Risk Analyst team safeguards the firm's investment decisions by measuring, analyzing, and forecasting portfolio risk using advanced quantitative models and technology. Team members are experienced quantitative professionals who work collaboratively with risk managers, portfolio managers, and client services to deliver reliable insights that inform strategy and strengthen portfolio analytics. Joining this team offers the opportunity to work with sophisticated models, influence firm-wide risk decisions, and grow within a highly analytical, collaborative environment.\r\nHow You Will Add Value You will analyze and report portfolio risk using quantitative techniques.\r\nYou will build models to assess risk exposures and portfolio impact.\r\nYou will maintain and enhance existing risk methodologies.\r\nYou will improve risk analysis tools for accuracy and efficiency.\r\nYou will collaborate with risk managers and portfolio managers.\r\nYou will support cross-functional initiatives with quantitative insights.\r\nYou will communicate risk findings clearly to senior stakeholders.\r\nWhat Will Help You Be Successful in This Role Experience 5+ years of quantitative model development and validation experience.\r\nBackground working within financial markets.\r\nEducation & Certifications Master's degree in a quantitative discipline, such as Finance or Financial Engineering.\r\nDoctorate in a quantitative field preferred.\r\nTechnical Skills Expertise in fixed income analytics, including Mortgage-Backed Securities and structured products.\r\nStrong understanding of Monte Carlo simulation and time-series modeling.\r\nAdvanced programming skills in Python and Visual Basic for Applications.\r\nExperience with industry platforms such as Aladdin, Bloomberg, or YieldBook.\r\nJ-18808-Ljbffr","datePosted":"2026-08-20T00:27:22.615Z","dateModified":"2026-08-20T00:27:22.615Z","hiringOrganization":{"@type":"Organization","name":"Keasis","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Pasadena","addressRegion":"CA","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"a6a67fe5efa0e0d411318c07"},"url":"https://jobsearcher.com/jobs/a6a67fe5efa0e0d411318c07"}}