Quantitative Modeler, Associate
Core
Develop and deploy quantitative financial models and portfolio analytics to manage risk for the world's largest asset manager.
Role type
Associate Quantitative Modeler (Portfolio Risk)
Builds
Linear factor models, Value-at-Risk (VaR) methodologies, volatility and covariance matrix estimation, portfolio stress testing & scenario analytics
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models | product features
Required skills
quantitative/statistical modeling, Python programming, market risk/factor models, portfolio risk analytics (VaR, Tracking Error, Stress Testing), statistical software, large data set handling
Preferred skills
machine learning algorithms, model backtesting, quality controls, validation, financial products/risk management process, data science, model deployment to production
Technologies
Python, R, MATLAB
Responsibilities
Streamline development of new portfolio risk models, expand model testing framework, build a robust research platform, collaborate with senior modelers and global team, present models and analytics to internal stakeholders and Aladdin clients
Seniority
Associate, individual contributor
