Private Asset Market Risk Modeler, Vice President
Core
Design and develop risk factor models for private market investments (specifically private credit including real estate and infrastructure debt) using sophisticated econometric and statistical methods.
Role type
Senior IC quantitative modeler (Vice President)
Builds
Private market risk models and analytics for the Aladdin platform
Domain
Private asset management, fixed income, financial engineering
Deliverable
production ML models
Required skills
quantitative research, statistical modeling, econometrics, empirical asset pricing, Python programming, data handling (ETL, SQL), model governance, project management
Preferred skills
risk factor models, fixed income securities domain knowledge, ML/AI techniques, portfolio management, version control (git), data science deployment
Technologies
Python, R, SQL, git
Responsibilities
Develop private credit risk factor models, back test and validate new models, build and maintain model governance controls, communicate model design and performance to stakeholders
Seniority
Senior, hands-on IC with mentorship responsibilities