A tier 1 American Investment Bank is looking to bring on a VP level candidate to join their Model Risk team covering models for Investment Management.
This individual will be responsible for performing model validation duties across a range of Investment Management models including pricing and risk models, Portfolio Construction Models, and Asset Allocation models, across a broad range of asset classes. This individual will be be business facing, and have direct exposure to working closely with Portfolio Managers.
The ideal hire will have 5+ years working in an Investment Risk or model validation function, with exposure to a range of traded asset classes. The ideal candidate will have hands on experience in Python, C++, R, or SQL and a higher level degree in a Mathematical function.
Responsibilities:
- Research and test pricing, risk, factor investing, ESG, and Portfolio Construction models across a range of investment strategies
- Perform ad-hoc model analysis as required
- Work closely with PMs and front office quant development team to mitigate issues in Portfolio Construction and Risk Management
- Design new benchmark models to monitor performance
Qualifications:
- 5+ years in a Quantitative risk function, model validation, risk analytics, quant modelling
- Exposure to Portfolio Construction, Asset Allocation, Investment Risk,
- Working knowledge of a range of investment strategies in Fixed Income and Equities
- Masters or Phd degree
- Excellent communication skills and the ability to work alongside PMs
- Working Ability in Python, C++, R, or SQL
