Contribute to governance for Aladdin portfolio risk models including (but not limited to) equities, fixed income, commodities, derivatives, etc.
Building and maintaining model governance controls, including (but not limited to) model performance monitoring, model documentation, model remediations and supporting internal & external client model validations
Communicate (verbally and in writing) with internal stakeholders and external clients on model performance regularly, investigate exceptional model performance, diagnose issues and conduct corrective remediations
Back testing, documenting, and guiding new models and methodologies through validation
Partner with engineering teams to integrate portfolio risk models into state-of-art production systems
Qualification
1-3 years of experience in quantitative field / statistical modeling. Experience with portfolio risk analytics and/or model governance is strongly preferred
Advanced degree in a quantitative discipline - master s degree in finance / economics / statistics / financial engineering / math finance, etc.
Knowledge of investments, portfolio management, econometrics, and empirical asset pricing
A strong background in quantitative research
Hands-on experience with statistical software (e.g., Python, R) and strong background in programming. Proficiency with Python is strongly preferred
Experience with data handling (ETL, data joining with SQL, cleaning, processing, summarizing, descriptive analysis), and building and back-testing statistical and econometric models
Prior work experience in financial modeling (e.g., risk models, analytics, private markets) or data science and model deployment to production environment is a plus
Ability to work effectively with a team of highly motivated individuals
Time and project management skills
Proven track record of guiding junior talent
Positive attitude and ability to work both independently and as a part of a global team in a fast-paced environment
