Derivatives Analytics & AI Solutions Engineer

3 months ago

New York, NY, USAMid Level / Senior

Base Salary

$120k - $180k/yr

Responsibilities

Build analytical tools for derivatives pricing, structuring, risk analysis, scenario modeling, sensitivities, and performance tracking.
Support analytics for client financials, hedging strategies, deal-contingent risk, financing structures, and OTC derivatives transactions.
Design and implement AI agentic workflows for trade analysis, structuring, client pitch generation, research, market monitoring, and idea generation.
Build internal knowledge tools that provide access to prior trades, structures, and market insights.
Integrate AI tools with internal systems, databases, and APIs for real-time analytics and execution support.
Contribute to platforms for structured hedging, financing overlays, portfolio hedging, risk transfer, client reporting, and analytics.
Translate front-office requirements into scalable tools used by sales, trading, and banking teams.
Interface with front-office teams and clients executing derivatives and hedging transactions.

Bachelor’s degree in Engineering, Computer Science, Finance, Mathematics, or a related quantitative field.
3–5 years of experience in financial analytics, data engineering, or structured products, or a combination of software engineering and capital-markets experience.
General knowledge of interest-rate and currency-derivatives hedging strategies.
Familiarity with hedge accounting is preferred.
Strong Python programming skills, including NumPy, pandas, SciPy, scikit-learn, LangChain, and LangGraph.
JavaScript, TypeScript, and SQL experience is preferred.
Experience building data pipelines, analytics platforms, and financial or risk models.

Base salary ranges from $120,000 to $180,000, with eligible employees also receiving a discretionary bonus; compensation figures are excluded from benefit details.
Competitive employee benefits package.
Hybrid work program with remote-work opportunities varying by role, department needs, local laws, and regulatory obligations; some departments have greater in-office requirements.