Quantitative Modeler (Python), Aladdin Financial Engineering, Vice President

Tasks

• Backtest models and methodologies
• Build and maintain portfolio risk models
• Communicate model performance to stakeholders and clients
• Conduct model validations
• Document model methodologies
• Integrate risk models into production systems
• Monitor model performance
• Perform model governance controls
• Produce portfolio stress testing and scenario analytics
• Remediate model issues

Perks/Benefits

• Comprehensive healthcare
• Flexible time off
• Hybrid work model
• Retirement plan support
• Support for working parents
• Tuition reimbursement

Skills/Tech-stack

At risk | Backtesting | Covariance Matrix | Data Processing | Data cleaning | ETL | Econometrics | Factor models | Linear Factor Models | Model Governance | Portfolio Risk | Portfolio risk management | Python | Risk Management | SQL | Scenario Analysis | Statistical modeling | Stress Testing | Value-at-Risk | Volatility