Sr. Portfolio Risk Researcher
|Reference # :||17-04977||Title :||Sr. Portfolio Risk Researcher|
|Location :||New York, NY|
|Position Type :||Direct Placement|
|Experience Level :||Start Date :||05/24/2017|
|Eclaro International is currently recruiting for Sr. Portfolio Risk Researcher for one of our financial services clients.|
The successful candidate will lead the design of portfolio risk models and analytics within Aladdin, ensuring that models incorporate the latest advances in financial research, technology, and market developments. The candidate must be adept at balancing development priorities across a broad range of constituents. As a senior FMG Portfolio Risk modeler with both internal BlackRock and external Aladdin clients, they must have strong boardroom-level presence among senior investors and risk managers.
• Create and execute development strategy for portfolio risk models and analytics within Aladdin. Asset coverage includes fixed income, equity, multi-asset, and alternatives.
• Help lead product management of the BlackRock risk model suite. Ensure that development remains focused on the commercial application of our risk models, and is scalable across a broad range of external clients. Work with clients to help them understand our product offering, and identify and develop model enhancements to improve the client value proposition.
• Act as the lead portfolio risk modeler in meetings with key internal and external clients. Represent the existing suite and in-flight projects with depth and authority.
• Provide leadership and mentor a team of global team of 10+ modelers.
• Provide thought leadership in portfolio risk modeling. Represent the firm at client meetings and industry conferences. Publish in industry and academic journals.
• Ph.D. in a highly quantitative academic discipline from a top-tier research university.
• Deep knowledge of finance, mathematics, econometrics, statistics, and computer programming.
• 10+ years of industry experience in financial modeling and development. Experience leading a large multi-disciplinary team.
• Industry-wide reputation as a thought leader, with substantial contributions to the academic and practitioner literature.
• Proven leadership in creating innovations that have strong commercial demand from internal and external clients.
• Strong programming skills in R, Matlab, or Python
• Superior verbal, written, visual/presentation, and interpersonal communication skills.
• Demonstrated ability to work well as part of a team and across groups in a fast-paced environment.