Senior Software Engineer - Model Risk

Job Summary

Every day a bank uses thousands of models to automate millions of decisions about credit scoring and risk taking on markets and trades, and to detect and prevent financial crime. As regulations tighten and costs increase, banks are turning to MATLAB as the most productive and trusted environment for modelling financial risk. Join our team to build a platform for our customers to manage models from development to production, and use machine learning to validate the behaviour of these models.

We are seeking a talented software engineer with experience in designing and implementing software and tools for data analysis and statistical modelling. You will be responsible for architecting and developing new features and functionality that extend the capabilities of MATLAB for modelling financial risk, and working directly with our consultants and customers to evaluate requirements and solutions.

Responsibilities

  • Design, implement and validate new features for building, validating and managing models of financial risk
  • Research and investigate capabilities of new machine learning methods and technologies
  • Work effectively with consultants, customers and development teams
  • Join in team activities such as planning, design discussions and reviews

Minimum Qualifications

  • A bachelor's degree and 7 years of professional work experience (or a master's degree and 5 years of professional work experience, or a PhD degree) is required.

Additional Qualifications

  • Experience developing software for data analysis or modelling in MATLAB, Python, Scala, or Julia
  • Expertise in mathematical modelling and statistical analysis of real-world systems
  • Excellent object-oriented design skills

In addition, experience in the following areas would be advantageous:

  • Modelling for financial applications, e.g. pricing, risk
  • Front-end JavaScript web UI development
  • Software architecture skills

Why MathWorks?

It’s the chance to collaborate with bright, passionate people. It’s contributing to software products that make a difference in the world. And it’s being part of a company with an incredible commitment to doing the right thing – for each individual, our customers, and the local community.

MathWorks develops MATLAB and Simulink, the leading technical computing software used by engineers and scientists. The company employs 4500 people in 16 countries, with headquarters in Natick, Massachusetts, U.S.A. MathWorks is privately held and has been profitable every year since its founding in 1984.

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The MathWorks, Inc. is an equal opportunity employer. We evaluate qualified applicants without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, and other protected characteristics. View The EEO is the Law poster and its supplement.

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