Senior Quantitative Engineer
Posted 17hrs ago
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Job Description
Ingeniero cuantitativo senior para ReKluti, participando en proyectos financieros de portfolio management. Validando valoración, riesgo crediticio, simulaciones y modelos mediante Excel, Python o R.
Responsibilities:
- Define and validate financial formulas such as NPV, IRR, DSCR, Duration, and spreads over SOFR
- Design simulation methodologies and Stress Testing
- Analyze and validate credit risk models
- Validate results through benchmark calculations and numerical analysis
- Work with technical teams to ensure correct implementation of models
- Document and clearly communicate the financial assumptions and criteria used
Requirements:
- 5+ years of experience in quantitative, finance, or risk management roles
- Degree in Financial Engineering, Applied Mathematics, Quantitative Economics, or related fields
- Experience in financial valuation, credit risk models, and Stress Testing
- Knowledge of SOFR / Term SOFR benchmark rates
- Advanced Excel skills
- Experience with Python or R for model validation
- Advanced English in reading, writing, and speaking
- Analytical rigor, numerical accuracy, and critical thinking
- QuantLib, CFA, or FRM certifications/experience will be considered a plus

















