This individual would be primarily focused on full revaluation models, which span multiple private asset strategies and lead to accurate risk assessment of these products
Job Summary
This individual would be primarily focused on full revaluation models, which span multiple private asset strategies and lead to accurate risk assessment of these products.
The Private Asset Market Risk team builds a range of models, including private equity, real estate, credit, infrastructure, and hedge funds, and they are built with sophisticated econometric/statistical methods and tools.
We embrace the values, identities and ideas brought by our employees.
Matching Summary
This individual would be primarily focused on full revaluation models, which span multiple private asset strategies and lead to accurate risk assessment of these products.
Skills & Requirements
Must-have
quantitative/statistical modeling
market risk / factor models
model lifecycle and governance
Python for data-science workflows
structured thinking
end-to-end ownership mindset
Nice-to-have
collaboration and apprenticeship
driving synergy and innovation
positive attitude
work across asset classes
Key Requirements
6+ years quantitative/statistical modeling experience
Advanced degree in quantitative discipline
Proven track-record of working on cross-functional projects