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Department Summary:

MITRE is currently seeking motivated and qualified applicants for a 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, our Computational Finance scientists provide expert analysis and consulting to our Federal Government clients in transforming their technologic and regulatory processes to enhance the safety, stability, and security of the US Banking System, market infrastructure, and Financial Markets. Join a highly skilled team executing research, performing analyses and advising multiple stakeholders. These studies of national significance will be executed in collaboration with industry, academic, and governmental experts and stakeholders. This provides us with unprecedented access to expertise, ideas, and data. You will be a critical Finance

subject matter expert (SME) as part of a growing, agile, multidisciplinary team working with academics, the Financial Sector, and US Financial Regulators. Competitive applicants will have demonstrated expertise in the following areas: Financial Market Microstructure and Regulation, Payment Systems, Fintech, Regulatory Tech and Supervisory Tech, Financial Analytics, Market Modeling and Simulation, and Simulation-based Analysis.

Roles & 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

Basic Qualifications:

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.

Preferred Qualifications:

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).

This requisition requires the candidate to have a minimum of the following clearance(s):

Secret

This requisition requires the hired candidate to have or obtain, within one year from the date of hire, the following clearance(s):

Top Secret

Salary compensation range and midpoint:

$156,800 - $196,000 - $235,200 Annual

Work Location Type:

Hybrid

It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.

Commitment to Non-Discrimination

All qualified applicants will receive consideration for employment without regard to disability, status as a protected veteran or any other status protected by applicable federal, state, local or international law.

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