MFE Associate
Core
Develop and deploy quantitative financial models and portfolio analytics to manage assets for the world's largest asset manager.
Role type
Associate quantitative modeler (individual contributor)
Builds
Quantitative financial models, portfolio analytics, and risk management tools integrated with the Aladdin platform
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models
Required skills
Quantitative/statistical modeling, Python programming, Market risk/factor models, Portfolio risk analytics (VaR, Tracking Error, Stress Testing), Model backtesting and validation
Preferred skills
Actuary/Statistics/Applied Mathematics/Econometrics background, Machine learning algorithms, Financial product/risk management process knowledge, Large data set handling, Model deployment to production
Technologies
Python, R, MATLAB
Responsibilities
Research and develop quantitative financial and behavioral models, Collaborate with peer researchers and engineers across regions, Present models and analytics to internal stakeholders and clients, Lead research and development of model governance workstreams
Seniority
Associate, hands-on IC
