Quantitative Finance Developer
 JLL | |
 United States, Colorado, Denver | |
| 1225 17th Street (Show on map) | |
 Nov 15, 2024 | |
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Find your next move at JLL and build a fulfilling career.
At JLL, we value what makes you unique, and we're committed to give you the opportunity, support, and tools to own your success. Explore opportunities to advance your career from within, whether you're looking to move up, broaden your experience or deepen your expertise. We are seeking an experienced Financial Engineering Developer with a focus on Interest Rate Derivative and Fixed Income products. As a Financial Engineering Developer, you will play a critical role in developing and implementing quantitative models, algorithms, APIs and data solutions to support our Rates Derivatives / Capital Markets advisory and client solution businesses. This position requires knowledge of quantitative finance topics and experience in the role of a contributing developer working with financial applications. Responsibilities: Design, develop, and implement quantitative models for analyzing financial data, pricing complex instruments, and forecasting future market trends. Utilize your expertise in statistics, probability theory, and mathematical finance to create accurate and robust financial models. Support integration development between internal core systems and external third-party modelling and valuation software such as Fincad or Numerix. Implement market data, valuation models and pricing frameworks. Ensure consistent quality and stability for users through robust testing and release frameworks. Facilitate change management with targeted feature development and upgrade plans. Calibrate and validate financial models using historical data, back-testing, stress-testing, and simulation methods. Ensure model accuracy, stability, and robustness by incorporating best practices for model validation. Utilize programming languages such as C# and Python to support application development and integrations and data analysis, statistical modeling, and algorithm implementation. Leverage existing libraries and tools, as well as develop custom code as needed, to support quantitative modeling requirements. Keep up to date with market trends, financial regulations, and industry best practices in quantitative modeling and risk management. Be prepared to contribute to planning and development efforts reacting to future changes in market practices and products. Requirements: A strong background in quantitative finance, financial engineering, or a related field, with an understanding of financial models, derivative pricing, and risk management techniques. Proficiency in derivative pricing models and interest rate models. Experience in developing and implementing complex financial models for pricing, risk management, and scenario analysis. Prior experience working with third-party vendors such as Fincad or Numerix is highly desired. Proficiency in programming languages such as C#, Python, Javascript. Prior experience working with a Salesforce platform infrastructure and familiarity with APEX would be useful. Strong problem-solving ability and analytical thinking skills to develop quantitative solutions to complex financial problems. Ability to work with large datasets and manage complex mathematical concepts. Excellent verbal and written communication skills to effectively convey quantitative analysis and complex financial concepts to both technical and non-technical stakeholders. Ability to collaborate effectively with cross-functional teams. A Bachelor's or Master's degree in a relevant field such as Financial Engineering, Mathematics, Statistics, or Computer Science is preferred. If this job description resonates with you, we encourage you to apply, even if you don't meet all the requirements.We're interested in getting to know you and what you bring to the table! | |