NextCapital Group, Inc. is seeking a Senior Quantitative Financial Engineer to apply multidisciplinary knowledge and expertise, involving financial theory, mathematics/statistics, and engineering methods, to model, implement, test, debug and enhance financial advice methodology for goal- and risk-based solutions; architect, design and develop scalable prototyping frameworks in Matlab integration to Java-based engine; design both Retail and Workplace Retirement Solution features specification and requirements under recordkeeper and plan-specific constraints, IRS and tax rules, and employee benefit rules within regulatory frameworks, e.g. Investment Advisers Act of 1940 and ERISA; ensure adherence to and coordinate handoff of feature specifications and configurations to software engineers to result in a well-tested firm delivered product; architect, design, implement, and maintain testing frameworks in Matlab, Python, and Ruby/JRuby; design test plans, use cases, and test cases and execute comparative, regression, and integration testing in different environments to maintain high software quality and reliability standard; read, write and most importantly debug existing code of the advice methodology full stack implementation written in Javascript, Java, and Rails; evaluate and perform due diligence on both hardware and software technologies/techniques related to computing performance, machine utilization and costs, especially in parallel and distributed computing; design and work with both relational and non-relational databases using SQL, Firebase, and Mongodb; translate code and pseudo code into white papers and due diligence materials at the appropriate level of detail, and language targeting diverse audiences, and vice versa; build streamlined partner onboarding processes, procedures, and tools developed in Ruby, Matlab, and spreadsheets using VBA and Google Apps Script; research new design topics, tools, regulations, and techniques related to financial planning and advice, investment strategy and portfolio construction; research investor demographic characteristics relevant to retirement planning and design investor scenarios to systematically validate the methodology implementation; research and define appropriate assumptions in order to document, visualize and promote NC lifecycle advice value add for publication to prospects, partners, advisors and investors; forge strong relationships with business partners, problem-solving and reconciliation of external and internal requests on an ad-hoc basis; provide third level production service supports for live partners; provide training, mentoring, and guidance and enforce software engineering best practices within the team; design and implement financial advice methodologies under taxes and IRS rules, and within ERISA regulatory frameworks; design, and develop real-time analytics framework in finance in C++/C#, specialized in fixed-income and fixed-income derivatives market; design UML and test cases, execute unit and functional tests and support integration, regression, and UAT tests; debug and improve software performance and stability written in Object-Oriented languages.

Requirements

• Master’s degree in Finance, Financial Engineering, Quantitative Finance, or Financial Mathematics or related field and Chartered Financial Analyst (CFA) plus 5 years of experience
• Prior experience must include:
  • design and implementation of financial advice methodologies under taxes and IRS rules, and within ERISA regulatory frameworks (2 years)
  • design, and development of real-time analytics framework in finance in C++/C#, specialized in fixed-income and fixed-income derivatives market (3 years)
  • design UML and test cases, execution of unit and functional tests and support of integration, regression, and UAT tests (3 years)
  • debugging and improvement of software performance and stability written in Object-Oriented languages (5 years)

Benefits

• Disrupt the financial advice industry by bringing affordable, easy to use financial tools to millions of people
• See your work move into production quickly, and avoid the bureaucracy that slows down larger companies
• Receive great benefits like stock options, employer 401(k) match, and employer contributions to health, dental and vision coverage
• Enjoy a casual work environment surrounded by top quality engineers that enjoy working with each other
• Get in on the ground floor of a growth stage company where you can have a real impact on the company's future
• Enjoy a newly built out office on Michigan Avenue with unobstructed views of the lake and Millennium Park