Senior Software Engineer
Company: The MathWorks, Inc.
Location: Natick, Massachusetts
Posted on: July 25, 2022
Job Description:
Working under the direction of the Manager or Senior Team Lead,
will be responsible for designing, developing and testing
sophisticated software; designing and developing tools for
financial modeling and analysis, exploration and visualization;
designing, analyzing, and implementing algorithms to solve
portfolio optimization problems; reformulating portfolio problems
to find optimal solutions efficiently; developing and implementing
heuristics to solve large-scale asset and risk management problems;
performing object oriented design, implementation, and maintenance
of supporting classes, defining needs through customer interaction
and research, and interacting with domain experts; working as part
of a multi-disciplinary team of programmers, scientists, engineers
and marketing professionals to understand customer needs, and then
translate those needs into effective product designs; combining
programming with the mathematical and statistical foundations of
financial modeling and analysis; and programming in MATLAB and
C++. Education and Experience: Masters degree in Engineering, Computer Science, Industrial
Engineering and Management Sciences, or a closely related field (or
foreign education equivalent) and two (2) years of experience in
job offered or two (2) years of experience in development and
technical support of financial and statistical and machine learning
toolboxes. OR Ph.D. degree in Engineering, Computer Science, Industrial
Engineering and Management Sciences, or a closely related field (or
foreign education equivalent) and no experience. Special Requirements: Demonstrated expertise in object-oriented programming using
MATLAB, Python, C++, or Java. Demonstrated expertise in development or testing of tools for
portfolio optimization, risk management, or computational
finance. Demonstrated expertise performing quantitative modeling of asset
or risk management for financial applications. Demonstrated expertise developing numerical algorithms and
heuristics using advanced methods linear, quadratic, nonlinear, and
mixed-integer programming, line search and trust-region methods,
and penalty functions. [Experience and/or expertise may be gained during Doctoral
program.] For the position listed above, interested candidates may search
by job code 29083 for specific job details and requirements and
apply online on the Careers Page at https://www.mathworks.com/company/jobs/opportunities/search/
Keywords: The MathWorks, Inc., Boston , Senior Software Engineer, Computer , Natick, Massachusetts, Massachusetts
