Enterprise Portfolio Researcher

We are looking for a motivated Quantitative Risk Modeler with 1- 3 years of experience to join our team. This role focuses on developing and maintaining multi-asset class analytics frameworks to the Firmwide portfolio of teams and senior management decision-making. If you have a passion for quantitative finance, risk modeling, and applied statistics, this is an excellent opportunity to grow your career in a dynamic and collaborative environment.

Principal Responsibilities

• Development of multi-asset class analytics across all MLP strategies, supporting the Office of the CIO across Enterprise-wide initiatives.
• This includes working on the centralized performance evaluation framework at MLP, improvements on VaR and Stress methodologies, as well as implementing centralized back-testing and model performance frameworks.
• Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platform used by senior management.
• Ownership in developing a quantitative framework for identifying, measuring, managing, and reporting multi-asset class analytics across the platform
• PM performance measurement and analytics to help inform management decisions.
• Ownership of a multi-asset class stress-testing framework, including insights into key risk drivers to action management decisions.
• Capital utilization and allocation models across portfolio manager teams. Cost of liquidation measurement and management, as well as associated returns relative to constrained resources.
• Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to production.

Qualifications

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Skills Required

Pandas, Principal Component Analysis, Python