Portfolio Risk Quantitative Modeler, Associate - Aladdin Financial Engineering
Core
Develop and maintain production-ready portfolio risk models, analytics, and testing frameworks for institutional investors using Python and statistical techniques.
Role type
Associate quantitative modeler (portfolio risk)
Builds
Multi-factor linear risk models, Value-at-Risk (VaR) methodologies, volatility/covariance matrices, and stress testing scenarios for Aladdin
Domain
Asset management / Quantitative finance
Deliverable
production ML models | product features
Required skills
Python, statistical/econometric techniques, financial markets knowledge, data analysis, model validation, back-testing, documentation
Preferred skills
Machine learning/AI for time-series data, fixed income/equity risk factors, portfolio theory, Unix/Linux, Git, R
Technologies
Python, Aladdin, Unix/Linux, Git
Responsibilities
Research and back-test portfolio risk models; work with large financial datasets; collaborate with engineers to productionize models; support existing models and resolve stakeholder questions; develop testing and quality-control frameworks; document model assumptions and results
Seniority
Associate, hands-on IC