Lead Computational Finance Scientist

The MITRE Corporation • New Bedford, MA

1d • Hybrid

About The Position

At MITRE, you can have both meaningful work and a fulfilling life. MITRE is a not-for-profit corporation chartered to work for the public interest, operating R&D centers for the government in fields like cybersecurity, healthcare, aviation, defense, and enterprise transformation. We are committed to tackling our nation's toughest challenges and to the long-term well-being of our employees. Our workplace offers competitive benefits, exceptional professional development opportunities, and a culture of innovation. MITRE is seeking a motivated and qualified Computational Finance (CompFi) Scientist to join our Financial Innovation Laboratory (FINLab) and Model-Based Analytics Department (L144) in the Modeling and Simulation Innovation Center. In FINLab, Computational Finance scientists provide expert analysis and consulting to Federal Government clients to transform technologic and regulatory processes, enhancing the safety, stability, and security of the US Banking System, market infrastructure, and Financial Markets. This role involves executing research, performing analyses, and advising multiple stakeholders on studies of national significance, in collaboration with industry, academic, and governmental experts. The successful candidate will be a critical Finance subject matter expert (SME) within a growing, agile, multidisciplinary team working with academics, the Financial Sector, and US Financial Regulators. Demonstrated expertise in Financial Market Microstructure and Regulation, Payment Systems, Fintech, Regulatory Tech and Supervisory Tech, Financial Analytics, Market Modeling and Simulation, and Simulation-based Analysis is expected.

Requirements

• Typically requires a minimum of 8 years of related experience with a Bachelor’s degree; or 6 years and a Master’s degree; or a PhD with 3 years of experience; or equivalent combination of related education and work experience.
• Very strong academic credentials in quantitative or computational finance
• Experienced researcher as evidenced by a peer reviewed publication record.
• Experience and expertise in financial analysis and market modeling.
• Experience in designing and executing impactful research.
• Ability to bridge finance, computational, and data analytic domains.
• Experience working in a technical environment with multidisciplinary teams on critical national security challenges.
• Passion for developing new technology and analytics for solving national challenges.
• Excellent analytic writing and verbal/presentation skills to senior leaders.
• Experience or familiarity with visualizing multi-dimensional financial data or events, using tools such as Tableau, Plotly, ggplot2, matplotlib, seaborn, or D3.js.
• Demonstrated ability to manipulate large financial datasets and time series data and perform calculations with at least one modern programming language, e.g., Python (utilizing packages like scikit-learn, pandas, or dask), R (utilizing packages like caret, dplyr, or data.table), or other modern language.
• Ability to apply, modify and formulate algorithms and processes to solve computational financial problems.
• Ability to obtain and maintain Top Secret clearance
• This position requires a minimum of 50% hybrid on-site.
• Per the U.S. Government’s eligibility requirements, you must be a U.S Citizen to be considered for a security clearance.

Nice To Haves

• PhD in a quantitative discipline, with deep knowledge of financial markets and market dynamics.
• Experience with U.S. Treasury, Financial Regulators, or with the commercial side such as the Banking or Finance Industry.
• Experience performing novel market research and analyses. Scientific publication is expected.
• Research experience with the global financial system.
• Ability to bridge finance, computational, economics, and data analytic domains. While this position is centered upon financial systems and their dynamics, the ideal candidate will bring a multidisciplinary perspective, in terms of tools and techniques, to this that includes complex systems, complexity economics, or ergodic economics.
• Experience applying various machine learning approaches (e.g., random forest, neural networks, support vector machines).
• Experience working with databases (e.g., PostgreSQL, Oracle, MySQL, MongoDB, Neo4J).
• Experience using version control (e.g., Git, Mercurial, SVN) to support collaborative development.
• Experience utilizing notebooks (e.g., Jupyter, R Markdown, Zeppelin).
• Experience developing interactive data visualizations using open-source technologies (e.g., Angular, Vue, React, D3.js) or other frameworks (e.g., Shiny).

Responsibilities

• Develop innovative, multidisciplinary approaches for analyzing financial data and trends that may impact the US financial system and markets
• Provide expert analysis and/or develop research proposals on issues related to improving financial regulation and banking supervision, adopting new technologies to support distributed ledger or faster payments, or implementing advanced financial analytics
• Understand US, mission partner, and adversary capabilities and assess potential threats to U.S. financial stability and security.
• Conduct analytic and simulation-based analyses using financial data to provide new insights which support policy-level decision making.
• Provide US Treasury and related sponsors with commercial and market analysis of national interest areas, and methodologies to identify mitigation alternatives

Benefits

• Competitive benefits
• Exceptional professional development opportunities for career growth
• A culture of innovation that embraces adaptability, collaboration, technical excellence, and people in partnership.
• Benefits information may be found here.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Number of Employees: 1,001-5,000 employees