About This Role
The Modeling and Research group is diverse and includes members from various locations. They have a keen interest and expertise in technology and financial analytics. Our group researches and develops quantitative financial models and tools in many areas. These include single-security pricing, prepayment models, risk, return attribution, liquidity, optimization, portfolio construction, scenario analysis, simulations, and all asset classes.
The group is also responsible for the technology platform that delivers those models to our internal partners and external clients, and their integration with Aladdin. Modeling and Research also conducts leading research on the areas above, delivering innovative models.
They also publish applied scientific research frequently, and our members present regularly at leading industry conferences. Data analysis and inquiry engage constantly with the sales team in client visits and meetings.
About The Role
The Modeling and Research team is looking for multiple quantitative researchers in various fields of expertise for roles across our teams. The researchers’ primary job responsibilities are to develop methodologies, models, and analytics to help portfolio and risk managers to better conduct valuation or handle risks and rewards at both security and portfolio level. We are specifically hiring for the following teams.
The Portfolio Simulation Research Team
This team specifically is building out a new engine for the joint simulation of the global macro economy, drivers of financial markets, individual assets, and private cashflow. The team is building and connecting innovative frameworks and approaches across these spaces in a Bayesian framework. The engine is used in scenario analysis and portfolio construction / strategic asset allocation.
Responsibilities For This Team Include
- Doing theoretical research to come up with new, or find existing models and methodologies in the risk space, across multiple asset classes including private assets.