Quantitative Finance Engineer, Parameta Solutions (New York) bei Tp

Role Overview
We are seeking a Quantitative Finance Engineer to join the Financial Engineering team within Parameta Solutions.

This is a hands-on, client-facing role focused on delivering innovative valuation, structuring, and risk solutions to our global client base. The ideal candidate will have strong cross-asset expertise, deep knowledge of OTC derivatives and structured products, and practical experience with valuation models, market risk, and regulatory frameworks. You will collaborate with colleagues across Product, Data Science, Sales, and Technology to shape cutting-edge analytics and ensure clients gain maximum value from Parameta’s risk product suite.

Key Responsibilities

• Support the Senior Product Manager – Risk in the design, development, and delivery of new risk, valuation, and analytics solutions.

• Partner with Quantitative and Data Science teams to prototype and industrialise models for pricing and risk management across asset classes.

• Contribute to go-to-market strategies, including joint ventures and collaborations with third-party vendors and technology providers.

• Perform quantitative analysis of derivative pricing models, including model validation, calibration, and bespoke structuring.

• Enhance and evolve Parameta’s data and analytics product set to meet market demands and regulatory standards.

• Communicate complex quantitative concepts clearly to both technical and non-technical stakeholders, including clients, regulators, and internal colleagues.

• Act as a subject matter expert across FX, Rates, Credit, Commodities, and Equity derivatives, advising on valuation techniques, hedging strategies, and market conventions.

• Align with internal functions (Product, Sales, Operations, Technology) to ensure seamless delivery of client solutions.

• Travel to client sites and TP ICAP offices as required to support product rollouts, training, and relationship development.

Experience & Competencies

Essential

• Significant experience in derivatives trading, structuring, product control, or financial engineering at a leading financial institution.

• Strong cross-asset knowledge of OTC derivatives and structured products across FX, Rates, Credit, Commodities, and Equities.

• Proven expertise in valuation models and methodologies for both vanilla and exotic instruments.

• Hands-on experience in pricing model calibration and adapting models to market conventions or bespoke deal terms.

• Solid understanding of market risk frameworks and how valuation models integrate into risk and capital management.

• Excellent communication skills, with the ability to explain complex concepts to varied audiences.

• Demonstrated ability to operate in a fast-paced, cross-functional, and multi-asset environment.

• Advanced proficiency in Microsoft Excel and Word.

• Master’s degree in a quantitative discipline such as Mathematics, Physics, Engineering, or Financial Engineering.

Desired

• PhD in Mathematical Finance, Financial Engineering, or a related field.

• Familiarity with industry-standard pricing tools (e.g., Bloomberg, Refinitiv, Numerix).

• Programming skills in Python, VBA, C++, or MATLAB for model prototyping or analytics.

• Experience designing or validating structured note term sheets.

• Knowledge of risk-related regulation (e.g., FRTB, XVA, capital optimisation, model risk governance).

• Exposure to Agile product development frameworks.

• Proven ability to collaborate effectively with business stakeholders, developers, and data scientists.

Job Band & Level

• Professional / 5

Base Salary Range

• $90,000 - $110,000

#PARAMETA #LI-ASO #LI-Hybrid

Not The Perfect Fit?

Concerned that you may not meet the criteria precisely? At TP ICAP, we wholeheartedly believe in fostering inclusivity and cultivating a work environment where everyone can flourish, regardless of your personal or professional background. If you are enthusiastic about this role but find that your experience doesn't align perfectly with every aspect of the job description, we strongly encourage you to apply. You may be the ideal candidate for this position or another opportunity within our organisation. Our dedicated Talent Acquisition team is here to assist you in recognising how your unique skills and abilities can be a valuable contribution. Don't hesitate to take the leap and explore the possibilities. Your potential is what truly matters to us.

Company Statement

We know that the best innovation happens when diverse people with different perspectives and skills work together in an inclusive atmosphere. That's why we're building a culture where everyone plays a part in making people feel welcome, ready and willing to contribute. TP ICAP Accord - our Employee Network - is a central to this. As well as representing specific groups, TP ICAP Accord helps increase awareness, collaboration, shares best practice, and holds our firm to account for driving continuous cultural improvement. 

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