VP, Quantitative Research Analyst, Exposure & Liquidity Research, Portfolio Exposure & Liquidity
Core
Build research capabilities, investment models, and decision analytics for portfolio managers to optimize liquidity, financing, rebalancing, and collateral management.
Role type
Senior quantitative research analyst (portfolio exposure & liquidity)
Builds
Quantitative tools, analytics, and decision frameworks for total portfolio liquidity and financing
Domain
Sovereign wealth fund investing, treasury, and financial markets
Deliverable
production ML models
Required skills
Python, statistical modelling, back-testing, portfolio construction, optimisation, liquidity risk analytics, collateral and margin optimisation, asset and liability management (ALM), short-term interest rate (STIR) and FX funding risk
Preferred skills
Implementation track record, AI-assisted research tools
Technologies
Python
Responsibilities
Develop quantitative tools to strengthen liquidity management and risk practices; propose research ideas and conduct data-driven analysis; design research processes and platform the quantitative toolkit; partner with portfolio managers to translate findings into investment decisions; mentor junior analysts (senior candidates)
Seniority
Senior, hands-on IC with mentorship