Enterprise Risk Modeling – Cross Asset Quant

Millennium • New York, NY

49d • $160,000 - $250,000

About The Position

Enterprise Risk Modeling – Cross Asset Quant Principal Responsibilities Develop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiatives Leverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets. Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platform Integrate and utilize AI tools (e.g., Python libraries like TensorFlow/PyTorch, AI-powered coding assistants) to enhance risk analysis, testing, and implementation. Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to production

Requirements

• Hands on experience developing and maintaining risk and/or pricing models
• The candidate should have a degree in a quantitative major: Computer Science, statistics, mathematics, engineering, and professional experience of 2+ years in a quantitative role in a financial organization
• Knowledge of mathematical and statistical analytics tools: estimation of linear models, dimensionality reduction techniques e.g. Equity Factor Models, Principal Component Analysis, etc.
• Sense of responsibility and integrity. Intellectual curiosity and entrepreneurial mindset. Willingness to work and have fun in the process.
• Good presentation and communication skills, experience in either preparing or participating in presentation for senior management-style meetings.

Responsibilities

• Develop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiatives
• Leverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets.
• Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platform
• Integrate and utilize AI tools (e.g., Python libraries like TensorFlow/PyTorch, AI-powered coding assistants) to enhance risk analysis, testing, and implementation.
• Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to production

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees