Senior Financial Engineer
Location: MT, 56, 
Employment type: Full-time
Required experience: Mid-Senior level
Required education: Master's Degree
Industry: Computer Software
Function: Financial Analyst
Salary range: 80000-150000
Company profile: AREX is a highly ambitious financial technology start-up in the alternative financial services space that aims to change the way small and mid-sized companies access short-term financing.In Europe alone small and mid-sized companies' lack of access to affordable short-term financing is a € 250 billion annual challenge that causes slowdown in the economy, unemployment and lost growth and investment opportunities. All attempts so far have been too complex or expensive in the trade receivables area to truly scale beyond niche providers. Due to breakthroughs in modern technology, machine learning & quantitative finance we've been able to develop a solution that converts these heterogeneous trade receivables into a highly liquid, standardized, non-correlated asset class that can be traded with extremely low overhead on the AREX exchange.We're committed in driving a € 25 billion annual decrease in the current financing gap by the year 2020 and our vision is to ultimately abolish that financing gap completely. AREX will empower SMEs to access affordable short–term financing and fuel their growth while providing great investment opportunities to investors in the form of this newly minted asset class. We believe that AREX can catalyze this revolution and drive an order of magnitude change in the pricing of this current finance industry backwater.
Description: The Opportunity:AREX is a highly ambitious financial technology start-up in the alternative financial services space that aims to change the way small and mid-sized companies access short-term financing. All attempts so far have been too complex or expensive in the trade receivables area to truly scale beyond niche providers. Due to breakthroughs in modern technology, machine learning & quantitative finance we've been able to develop a solution that converts these heterogeneous trade receivables into a highly liquid, standardized, non-correlated asset class that can be traded with extremely low overhead on the AREX exchange.Key-differentiators of AREX:    • We're a technology company    • We're a non-regulated entity    • We operate an exchange for short-term corporate credit    • Our buy-side consists of institutional investors    • We're an exchange, not a factor or auction site    • Our team built previously one of Europe's largest trade receivables networksWe are currently looking for a Senior Financial Engineer to join our research team. Depending on the background and professional experience, candidates will focus on event-driven, fully algorithmic credit & risk management strategies.Responsibilities:    • Provide investment & execution recommendations on hedge fund investments across a variety of strategies based on quantitative techniques    • Conduct event studies in special situations to infer on deal entry, execution (sizing, hedging, & holding) and exit strategies    • Develop cutting edge models to infer on degree of replication, and return predictability    • Develop quantitative factors to infer on portfolio liquidity and skews    • Assess the investment rationale of strategies and conduct in-depth performance attribution and benchmarking analyses
Requirements:     • Advanced degree in economics, finance, or related quantitative fields    • Solid programming skills (e.g. Matlab, R, Python, C) and experience at manipulating large datasets    • 5 - 8 years of direct investment experience preferably in event-driven, global equities, and credit strategies    • Deep understanding of equity and debt capital markets as well as option-based hedging strategies is a strong plus    • Excellent interpersonal and communication skills    • Ability to work strict deadlines under pressure    • Excellent team player    • Relocation to Malta
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