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Financial Engineering Jobs in Utah (NOW HIRING)

MCM Engineering

Financial Controller

Cedar City, UT · On-site

$80K - $100K/yr

MCM Engineering Job Openings >> Financial Controller Financial Controller Summary Title: Financial Controller ID: 1016 Location: Cedar City, UT Department: Finance Salary Range: $80,000 - $100,000 ...

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Financial Engineering information

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How much do financial engineering jobs pay per year?

As of Sep 11, 2026, the average yearly pay for financial engineering in Utah is $100,880.00, according to ZipRecruiter salary data. Most workers in this role earn between $91,000.00 and $113,300.00 per year, depending on experience, location, and employer.

What is financial engineering?

Financial engineering is the application of mathematical techniques, computer science, and statistical methods to solve problems and create innovative solutions in finance. Professionals in this field develop new financial products, manage risk, and optimize investment strategies using quantitative models. Financial engineers often work in banks, investment firms, hedge funds, or financial technology companies, helping organizations manage complex financial systems and products. The discipline combines finance, mathematics, statistics, and programming to address challenges in areas like derivatives pricing, risk management, and portfolio optimization.

What are some common challenges faced by financial engineers when implementing quantitative models in real-world financial institutions?

Financial engineers often encounter challenges such as aligning complex quantitative models with existing IT infrastructure and ensuring the models comply with regulatory requirements. Additionally, translating theoretical models into practical, scalable solutions that can handle large volumes of real-time data requires close collaboration with software developers and risk managers. Effective communication with non-technical stakeholders is also crucial, as financial engineers must explain model assumptions and results to decision-makers from diverse backgrounds.

What are the key skills and qualifications needed to thrive as a financial engineer, and why are they important?

To thrive as a Financial Engineer, you need a strong background in quantitative analysis, mathematics, programming, and finance, typically supported by a relevant degree such as financial engineering, mathematics, or computer science. Expertise in programming languages like Python, R, or C++, as well as familiarity with financial modeling software and risk management systems, is essential. Strong problem-solving, analytical thinking, and communication skills set top performers apart in this role. These skills are crucial for designing innovative financial products, managing complex risks, and translating quantitative insights into actionable business strategies.

What is the difference between Financial Engineering vs Quantitative Analyst?

AspectFinancial EngineeringQuantitative Analyst
Required CredentialsDegree in Financial Engineering, Mathematics, or related fields; often certifications like CQFDegree in Finance, Mathematics, or Statistics; certifications like CFA or CQF are common
Work EnvironmentFinancial institutions, hedge funds, investment banks; focus on product development and risk managementTrading desks, asset management firms; focus on data analysis and model development
Employer & Industry UsageUsed in risk management, derivatives pricing, and structured productsUsed in trading strategies, portfolio management, and risk assessment

Financial Engineering and Quantitative Analysts often share similar educational backgrounds and work in related financial sectors. While Financial Engineers focus on creating financial products and managing risks through complex models, Quantitative Analysts primarily analyze data to inform trading and investment decisions. Both roles require strong quantitative skills and often overlap in financial institutions.

What is the work of a financial engineer?

A financial engineer develops mathematical models and uses quantitative techniques to analyze and manage financial risks, design trading strategies, and create financial products. They often work with programming tools like Python or C++ and require strong skills in mathematics, finance, and computer science. Their work supports decision-making in investment banks, hedge funds, and financial institutions.

What jobs do financial engineers get?

Financial engineers typically work as quantitative analysts, risk managers, derivatives traders, or financial modelers in banking, investment firms, hedge funds, and insurance companies. They use skills in mathematics, programming, and financial theory to develop models and strategies for trading, risk assessment, and asset management.

What are the most commonly searched types of Financial Engineering jobs in Utah?

The most popular types of Financial Engineering jobs in Utah are:

What are popular job titles related to Financial Engineering jobs in Utah?

For Financial Engineering jobs in Utah, the most frequently searched job titles are:

What job categories do people searching Financial Engineering jobs in Utah look for?

The top searched job categories for Financial Engineering jobs in Utah are:

Financial Engineering jobs near you
Infographic showing various Financial Engineering job openings in Utah as of August 2026, with employment types broken down into 1% As Needed, 77% Full Time, 20% Part Time, and 2% Contract. Highlights an 88% Physical, 4% Hybrid, and 8% Remote job distribution, with an average salary of $100,880 per year, or $48.5 per hour.

Asset & Wealth Management-Salt Lake City-Vice President, Quantitative Engineering-10412228

Salt Lake City, UT

Goldman Sachs
Finance and Insurance • 10K+ employees
Learn more about Goldman Sachsexternal

$174K - $224K/yr

Full-time

Re-posted yesterday

Goldman Sachs rating

7.8

Company rating: 7.8 out of 10

Based on 28 frontline employees who took The Breakroom Quiz

Job description

Job Duties: Vice President, Quantitative Engineering with Goldman Sachs & Co. LLC in Salt Lake City, Utah. Lead the development, implementation, and documentation of scenarios comprised of a broad range of economic and financial variables for businesses within the Firm. Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues. Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables. Develop, refine, and improve scenarios by leveraging knowledge in financial markets, economics, current events, statistical analysis, and programming. Build and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling. Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process. Mentor junior and mid-level team members.

Job Requirements: Master's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and three (3) years of experience in job offered or a related quantitative engineering role OR Bachelor's degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and five (5) years of experience in job offered or a related quantitative engineering role OR PhD degree (U.S. or foreign equivalent) in Mathematics, Computer Science, Financial Engineering, Computational Finance, Applied Mathematics, or related quantitative field and one (1) year of experience in job offered or a related quantitative engineering role. Prior experience must include three (3) years of experience (with a Master's degree) OR five (5) years of experience (with a Bachelor's degree) OR one (1) year of experience (with a PhD degree) with 5 of the 8 following skills: C++, Java, or Python; performing financial mathematics, including at least one of the following: stochastic calculus, no-arbitrage pricing theory, multivariable calculus, linear algebra, probability theory, numerical methods, or Monte-Carlo techniques; performing analysis leveraging market risk, credit risk, liquidity risk, or mathematical finance concepts; object-oriented programming and scripting programming languages such as Python or Java; implementing mathematical models or analytics in production-quality software; working with database query languages, such as SQL, MongoDB, or other data management tools to process large datasets; applying algorithms or data structures to write complex programs; and developing pricing models for financial products to model risk, economics, and cash flows under normal and distressed market environments.

The Goldman Sachs Group, Inc., 2026. All rights reserved. Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veteran status, disability, or any other characteristic protected by applicable law.

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About Goldman Sachs

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At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.

Industry

Finance and insurance

Company size

10,000+ Employees

Headquarters location

New York, NY, US

Year founded

1869

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