The Sr Modeler builds and extends Asset/Liability Management (ALM) projection systems. These systems have unique requirements to include the use of GPUs and MPI distributed calculations. The Sr Modeler ensures new code developed is high quality, with a focus on performance, tests, and readability.  An ideal candidate will have a proven track record of developing software for production use in a high reliability environment, or a background in HPC/Accelerated Computing application development. 

Responsibilities:

  • Develop solutions used for hedging and asset management, generally in Python. 

  • Using linting, unit testing, and end-to-end testing workflows in Jenkins, minimize the probability of delivering a product with significant technical defects.  

  • Identify root causes of bugs, produce minimal reproducers, and repair issues seen.  

  • Support other teams using our tools.  

  • Participate in simultaneous projects, with accountability for ongoing activities and objectives.  

  • Assist users from less technical backgrounds in writing quality business logic code. 

  • Participate in prototyping efforts and proof of concepts.  

Qualifications:

  • Bachelor’s degree in a technical/quantitative discipline such as statistics, math, actuarial science, computer science,  economics, engineering, or a related business field such as finance 

  • Five years of modeling experience (or three with Master's degree) with expert knowledge in at least one product such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning or artificial intelligence  

  • Good understanding of investment and finance concepts, and the ability to creatively apply them in solving analytical problems 

Preferred Qualifications :

  • Application development experience in Python or C++  

  • Experience with the Python numeric stack (Numpy/Pandas/Polars/Numba)  

  • Multiprocess and multithread development experience, MPI preferred but not required.  

  • Experience with version control systems and pull request reviews. 

  • Cross-platform development experience. 

  • Experience with CUDA/CuPy/GPU code is preferred 

Working Conditions:

  • Hybrid office environment (3 days a week)

Compensation:

  • The Salary for this position generally ranges between $106,000 - $120,000 annually. Please note that the salary range is a good faith estimate for this position and actual starting pay is determined by several factors including qualifications, experience, geography, work location designation (in-office, hybrid, remote) and operational needs. Salary may vary above and below the stated amounts, as permitted by applicable law.

  • Additionally, this position is typically eligible for an Annual Bonus based on the Company Bonus Plan/Individual Performance and is at the Company’s discretion.

#LI-BD1

This job description is not a contract of employment nor for any specific job responsibilities. The Company may change, add to, remove, or revoke the terms of this job description at its discretion. Managers may assign other duties and responsibilities as needed. In the event an employee or applicant requests or requires an accommodation ito perform job functions, the applicable HR Business Partner should be contacted to evaluate the accommodation request.

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