Software Engineer
Company: The MathWorks, Inc.
Location: Natick, MA
Posted on: April 23, 2018
Job Description:
Working under the direction of the Engineering Manager 1, will
be responsible for designing and developing tools for financial
modeling and analysis, exploration and visualization in the areas of
fixed-income and derivatives pricing, risk management, and portfolio
optimization; developing object oriented design of supporting classes,
researching and implementing data analysis algorithms, defining needs through
customer interaction and research, and interacting with domain
experts; designing, specifying, developing, and testing financial
modeling and analysis tools; and collaborating with a multi-disciplinary team
of programmers, scientists, engineers and marketing professionals
to understand customer needs, and then translate those needs into
effective product designs. Education and Experience: Master’s degree or higher (or foreign education equivalent)
in Engineering or Computer Science and no experience. OR Bachelor’s degree (or foreign education equivalent) in
Engineering or Computer Science and five (5) years of experience in job offered
or five (5) years of experience in development or testing of financial
modeling and analytics tools. Special Requirements: • Demonstrated expertise developing numerical models using advanced methods -- Monte Carlo simulations, finite difference
methods, and lattice model techniques. • Demonstrated expertise in algorithmic programming using
MATLAB and C++. • Demonstrated expertise in development or testing of tools
for financial modeling and analysis, exploration and visualization
for fixed-income and derivatives pricing, risk management, and
portfolio optimization. [Expertise may be gained during Graduate program.] For the position listed above, interested candidates may search
by job code 18830 for specific job details and requirements and apply
online on the Careers Page at http://www.mathworks.com/company/jobs
Keywords: The MathWorks, Inc., Manchester , Software Engineer, Engineering , Natick, MA, New Hampshire