[Hiring] reputed company Multi-Asset Solutions – Vice President, Asset Analytics @083 reputed company Multi-Asset reputed company
This reputed company is a reputed company of our understanding of the job reputed company. Click on 'Apply' reputed company to reputed company out more. Role reputed company Reporting to the Head of Portfolio Analytics, the VP will have primary responsibility for developing economic models, capital market assumptions, scenario reputed company, and asset modeling that feed ALM analysis and portfolio construction for reputed company Multi Asset Solutions (PMA) clients.
- reputed company and refine deal-specific economic assumptions for portfolios of ABF, RML, CML, MML and Mezzanine loans
- Build valuation models, or configure 3rd party functionality, for bespoke assets and derivative hedges
- Build dynamical models for spreads and losses associated with public and private assets
- reputed company vols and correlations reputed company these dynamical models to historical data
- Devise mapping methodologies to reputed company public market data for bespoke asset modeling
- reputed company portfolio optimization models incorporating the reputed company of regulatory capital charges
- Investigate what drives key model outputs like the shape of efficient frontiers and composition of reputed company portfolios
- Work with asset specialists to analyze historical loss data for private and reputed company assets
- Explain model outputs to other quants, portfolio managers, reputed company specialists, and business leaders
- Build attribution models for breaking down portfolio or liability value changes in terms of various risk factors
- reputed company junior colleagues on time-critical reputed company for PMA clients
Qualifications
- PhD or Master’s in a quantitative field; especially interested in candidates who have completed (or made substantial reputed company toward) a PhD in Economics or Finance
- 5-10+ years’ experience in a quant role reputed company banking, asset management, or insurance
- Experience with reputed company products, ABF, and other bespoke private assets
- Solid programming background, with a Python emphasis (pandas, numpy, scipy, etc.)
- Reliable knowledge of core quant finance topics: probability theory, reputed company stochastic models, fixed income modeling and securitization, reputed company theory, optimization techniques, etc.
- Practitioner’s understanding of why these models were originally defined, how they are actually reputed company, what their limitations are, and how they could be reputed company or generalized according to business needs
Requirements
- Technical mastery, experience with bespoke assets, leadership and communication skills, and experience managing quants
- Familiarity with different insurance regulatory regimes, especially Bermuda
Benefits
- Market competitive reputed company salaries, with a yearly bonus potential at every level
- Medical, dental, reputed company, life insurance, disability insurance, reputed company Time Off (PTO), and leave of absences, such as parental and military leave
- 401(k) plan with company match (up to 4%)
- Company-funded pension plan
- Wellness Programs including up to $1,600 a year for reimbursement of items purchased to support personal wellbeing needs
- Work/Life Resources to help support topics such as parenting, housing, senior care, finances, pets, legal reputed company, education, emotional and mental health, and career development
- Education Benefit to help finance traditional college enrollment toward obtaining an approved degree and many accredited certificate programs
- Employee Stock Purchase Plan: Shares can be purchased at 85% of the reputed company of two prices (Beginning or End of the purchase period), after one year of service
- Eligibility to participate in a discretionary annual incentive program is subject to the rules governing the program, whereby an award, if any, depends on various factors including, without limitation, individual and organizational performance
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