Enterprise Risk Modeling - Cross Asset Quant
Principal Responsibilities
- Develop of cross-asset analytics across all MLP strategies, supporting the Office of the CIO across Firm-wide initiatives
Leverage multi-asset class risk and pricing analytics framework to develop insights using rich datasets.
Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platformIntegrate and utilize AI tools (e.g., Python libraries like TensorFlow / PyTorch, AI-powered coding assistants) to enhance risk analysis, testing, and implementation.Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to productionQualifications / Skills Required
Hands on experience developing and maintaining risk and / or pricing modelsThe candidate should have a degree in a quantitative major : Computer Science, statistics, mathematics, engineering, and professional experience of 2+ years in a quantitative role in a financial organizationKnowledge of mathematical and statistical analytics tools : estimation of linear models, dimensionality reduction techniques e.g. Equity Factor Models, Principal Component Analysis, etc.Sense of responsibility and integrity. Intellectual curiosity and entrepreneurial mindset. Willingness to work and have fun in the process.Good presentation and communication skills, experience in either preparing or participating in presentation for senior management-style meetings.The estimated base salary range for this position is $160,000 to $250,000, which is specific to New York and may change in the future. Millennium pays a total compensation package which includes a base salary, discretionary performance bonus, and a comprehensive benefits package. When finalizing an offer, we take into consideration an individual's experience level and the qualifications they bring to the role to formulate a competitive total compensation package.