Associate Model Risk Management
Core
Monitor and analyze portfolio risks, develop risk analytics tools, and partner with senior leadership to influence investment behavior and portfolio construction.
Role type
Associate Model Risk Management (Market Risk)
Builds
Proprietary risk systems, risk analytics models, and stress testing frameworks
Domain
Alternative asset management / Credit markets / Quantitative risk
Deliverable
production ML models | dashboards & analysis
Required skills
Portfolio risk monitoring, credit market dynamics, quantitative traded credit methodologies, scenario analysis, statistical modeling, simulation techniques, project management, stakeholder management
Preferred skills
Programming (Python, SQL, Excel), master's degree in quantitative discipline
Technologies
Python, SQL, Excel, proprietary risk systems
Responsibilities
Monitor investment risks of portfolios to ensure risks are understood and scaled; Analyze portfolio risk utilizing analytical tools to facilitate discussions on portfolio construction; Utilize proprietary risk systems for monitoring exposures, stress testing, and risk attribution; Conduct detailed reviews of portfolio risk drivers and highlight areas of concern; Partner with Analytics and Technology teams to develop risk analytics and models; Clearly articulate complex risk ideas to portfolio managers, traders, and executive management.
Seniority
Mid-level, hands-on IC with mentorship responsibilities