Portfolio Risk Quantitative Modeler, Associate - Aladdin Financial Engineering
NY7 - 50 Hudson Yards, New York, United States
R
USD 137K-170K Mid-level Full Time
Tasks
- Back test portfolio risk models
- Develop value at risk methodologies
- Document model assumptions results and limitations
- Estimate volatility and covariance matrices
- Implement research to production code migration
- Investigate model issues for stakeholders
- Perform portfolio stress testing
- Research and design portfolio risk models
- Run scenario analysis and simulations
- Support production model maintenance
- Validate and test model performance
Perks/Benefits
Skills/Tech-stack
Artificial Intelligence | Backtesting | Covariance Matrix | Covariance Matrix Estimation | Data Quality | Econometrics | Git | Machine Learning | Matrix Estimation | Model Validation | Portfolio Theory | Python | Risk Modeling | Scenario Analysis | Statistical modeling | Stress Testing | Time Series | Unix/Linux | Value-at-Risk | Volatility estimation
Education
Roles
Analyst | Data Scientist | Modeler | Quantitative Analyst | Quantitative Modeler | Scientist
Regions
Countries
States
Cities
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