Sr. Associate/ Vice President, Structured Products, Ares Insurance Solutions (AIS)
Core
Develop and maintain automated risk analytics infrastructure and models for private structured deals and securitization.
Role type
Senior quantitative modeler (structured products)
Builds
Automated Intex infrastructure for on-demand risk analytics and deal models for private securitization
Domain
Financial services / Structured products / Private securitization
Deliverable
production ML models
Required skills
Python, Intex Dealmaker, Intexwrap, SQL, stochastic simulation, deterministic modeling, cashflow projection, valuation, risk metrics, bond mathematics, Monte Carlo simulation, interest-rate modeling, CDI/CDU file management
Preferred skills
Cloud applications (AWS/Azure), Docker, GIT, VS Code IDE, CFA/FRM designations, modern financial mathematics, accounting/regulatory frameworks
Technologies
Intex Dealmaker, Intexwrap, Python, SQL, AWS, Azure, GIT, Docker, VS Code
Responsibilities
Develop and maintain automated Intex infrastructure for risk analytics; Create and maintain deal models for private structured deals; Compile monthly collateral and deal information updates; Develop and test projected cashflows, valuations, and risk metrics under various scenarios; Collaborate with quantitative, operational, and IT resources to build analytics platforms; Partner with portfolio management to align model assumptions and parameters.
Seniority
Senior, hands-on IC