{
  "id": "specialization:financial-engineering",
  "_kind": "Specialization",
  "_file": "domain/specializations/specializations-expanded-2.yaml",
  "_cluster": "domain",
  "attributes": {
    "displayName": "Financial Engineering",
    "parentDomainId": "domain:quantitative-finance",
    "description": "Quantitative methods applied to financial products and risk management —\nderivatives pricing, stochastic modeling, portfolio optimization,\nalgorithmic trading systems, and regulatory capital computation.\n"
  },
  "outgoingEdges": [
    {
      "from": "specialization:financial-engineering",
      "to": "domain:quantitative-finance",
      "kind": "specializes"
    }
  ],
  "incomingEdges": [
    {
      "from": "skill-area:financial-risk-modeling",
      "to": "specialization:financial-engineering",
      "kind": "applies_to",
      "attributes": {
        "confidence": "primary"
      }
    },
    {
      "from": "skill-area:portfolio-construction",
      "to": "specialization:financial-engineering",
      "kind": "applies_to",
      "attributes": {
        "confidence": "secondary"
      }
    }
  ]
}