Portfolio Researcher
Core
Develop and maintain factor modeling and risk measurement frameworks to support portfolio optimization, risk analysis, and performance attribution for a global alternative investment firm.
Role type
Senior quantitative researcher (risk modeling)
Builds
Quantitative risk models and analytics frameworks
Domain
Financial services / Quantitative risk management
Deliverable
production ML models
Required skills
Python, SQL, Polars, Pandas, factor modeling, risk analysis, portfolio optimization, performance attribution
Preferred skills
Compiled statically typed languages, MSCI/Barra/Axioma/Bloomberg experience, public GitHub repositories
Technologies
Python, SQL, Polars, Pandas, MSCI, Barra, Axioma, Bloomberg
Responsibilities
Develop and maintain robust factor modeling and risk measurement frameworks; Support design and enhancement of quantitative frameworks; Partner with Technology to transition models to production; Lead research and implementation of quantitative models; Apply quantitative tools to improve portfolio insight and risk transparency.
Seniority
Senior, hands-on IC