- Assist AQE and GEBS team in timely submission of all Model Risk Management related deliverables (periodic/annual reviews, model changes etc).
- Develop know-how of Model Risk Governance System and validation process for different stages of model lifecycle (new model development, model changes, model retirement, model monitoring)
- Support visualization efforts (Tableau) for AQE team working closely portfolio managers and researchers
- Responsibilities can be expanded over the time to incorporate research projects
- A Bachelor's degree in engineering and sciences is required; advanced degree (MBA, MA, or MS) or CFA is preferred
- At least 5 years of investment experience is required, preferably with knowledge of factor research either through active quantitative research, smart beta/risk premia research.
- Strong quantitative skills are required. Knowledge of statistical packages (preferably Python or R) and SQL is highly recommended. Experience dealing with large data sets is preferred.
- Familiarity with visualization tools like Tableau is preferred.
- Good communications skills and strong process, organizational, time and project management skills are necessary