Aladdin Financial Engineering - Analyst

Key Responsibilities:

• Contribute to governance for Aladdin portfolio risk models including (but not limited to) equities, fixed income, commodities, derivatives, etc.
• Building and maintaining model governance controls, including (but not limited to) model performance monitoring, model documentation, model remediations and supporting internal & external client model validations
• Communicate (verbally and in writing) with internal stakeholders and external clients on model performance regularly, investigate exceptional model performance, diagnose issues and conduct corrective remediations
• Back testing, documenting, and guiding new models and methodologies through validation
• Partner with engineering teams to integrate portfolio risk models into state-of-art production systems

Qualification

• 1-3 years of experience in quantitative field / statistical modeling. Experience with portfolio risk analytics and/or model governance is strongly preferred
• Advanced degree in a quantitative discipline - master s degree in finance / economics / statistics / financial engineering / math finance, etc.
• Knowledge of investments, portfolio management, econometrics, and empirical asset pricing
• A strong background in quantitative research
• Hands-on experience with statistical software (e.g., Python, R) and strong background in programming. Proficiency with Python is strongly preferred
• Experience with data handling (ETL, data joining with SQL, cleaning, processing, summarizing, descriptive analysis), and building and back-testing statistical and econometric models
• Prior work experience in financial modeling (e.g., risk models, analytics, private markets) or data science and model deployment to production environment is a plus
• Ability to work effectively with a team of highly motivated individuals
• Time and project management skills
• Proven track record of guiding junior talent
• Positive attitude and ability to work both independently and as a part of a global team in a fast-paced environment
• Excellent communication and presentation skills