Quantitative Engineer – Investments Technology
AIG
full-time
Posted on:
Location Type: Hybrid
Location: Norwalk • Connecticut • 🇺🇸 United States
Visit company websiteSalary
💰 $90,000 - $105,000 per year
Job Level
Mid-LevelSenior
Tech Stack
DelphiJavaOracleSQL
About the role
- Build and support derivatives pricing models and analytical libraries
- Improve capabilities for trading and risk management of derivative products
- Design and optimize the analytics library and its integration with IT tools
- Provide expertise on quantitative aspects of derivatives product pricing
- Act as a point of contact for business users throughout the project lifecycle
- Facilitate communication between business stakeholders and technology teams
- Conduct user acceptance testing to ensure that final solution meets defined business requirements
Requirements
- Advanced degree in STEM (bachelor’s degree considered depending on experience)
- 3+ years of related experience (preferably in a production quant or quant developer setting)
- Aptitude to acquire new expertise in derivatives pricing and mathematics
- Good understanding of numerical methods, linear algebra, real analysis, and stochastic calculus
- Experience with statically typed object-oriented languages (C++, Pascal/Delphi, C#, Java; C++ preferred)
- Basic to intermediate relational database experience (Oracle and PL/SQL preferred)
Benefits
- Health and Wellness: Range of medical, dental and vision insurance plans
- Retirement Savings: 401(k) Plan with generous Company matching
- Employee Assistance Program: Confidential counseling services
- Matching charitable donations: Up to $5,000
- Volunteer Time Off: Up to 16 volunteer hours annually
- Paid Time Off: At least 24 PTO days
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
derivatives pricing modelsanalytical librariesquantitative analysisnumerical methodslinear algebrareal analysisstochastic calculusC++OraclePL/SQL
Soft skills
communicationstakeholder managementuser acceptance testingproject lifecycle management
Certifications
advanced degree in STEM