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IT Risk Modeling Associate - Perm
Ref No.: 18-00005
Location: New York City, New York
Job Description:

Our direct client's Investment Management is one of the largest asset managers in the world. It offers a wide range of products and services, including a large family of domestic and international Equity, Fixed and Multi-asset class funds for individual and institutional investors. With over 30 years of global investment experience, IM offers its clients the personalized attention and service of a boutique, the intelligence and creativity of some of the brightest professionals in the industry and the global resources of the company. Comprehensive suite of investment strategies are designed to help meet the diverse needs of institutional investors throughout the world. The Global Risk and Analysis group of our client's Investment Management is looking to fill a position, at the Associate level, as the IM Quantitative Research Quantitative Developer. This role reports into the Global Risk IT team, a person is responsible for the development and enhancement of quantitative risk analytics for the full range of investment products and the testing and validation of pricing and portfolio construction models utilized by investment teams.

Key Responsibilities:
  • Contribute to matters related to risk modeling on asset classes such as Equities, Fixed Income/Liquidity, Multi-Asset and Fund of Funds
  • Assist in model testing and performance monitoring of vendor based risk and pricing analytics
  • Balance strong, innovative research skills with the practical ability to implement workable solution to problems
  • Be a team player with the ability to work effectively with colleagues to deliver state of the art analytics in a timely and efficient manner

Required Education and Key Skills:
  • 5-7 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modeling and portfolio optimization
  • Publication in peer reviewed academic/practitioner journals is a plus
  • Programming skills in statistical packages such as R, Python, SAS , Matlab and S+, Java, C# and database systems such as Sybase.
  • Familiarity with vendor risk systems such as MSCI/Barra, Yield Book, Barclay's POINT, RiskMetrics, BlackRock and SunGard APT
  • Excellent communication and technical writing skills
  • Driven, highly motivated and results focused

Education Level:
  • Bachelor Degree in a technical field such as Statistics, Econometrics, Computer Science, Operations Research, Engineering, or Mathematics