Private Asset Market Risk Modeler, Vice President, Aladdin Financial Engineering
Core
Design and develop risk factor models and portfolio analytics for private market investments (private credit, real estate, infrastructure, hedge funds) using sophisticated econometric and statistical methods.
Role type
Senior IC quantitative modeler (VP level)
Builds
Private asset risk models and portfolio analytics for the Aladdin platform
Domain
Private markets (credit, real estate, infrastructure) and 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 analytics, ML/AI techniques, private assets knowledge, version control (Git), model deployment to production
Technologies
Python, R, SQL, Git
Responsibilities
Develop private asset risk factor models and backtest them; Collaborate on model productionization; Build and maintain model governance controls; Communicate model design and performance to internal stakeholders and external clients
Seniority
Senior, hands-on IC with leadership/mentorship expectations