Associate, Model Risk - Greenwich, CT #D026
Associate, Model Risk (Greenwich, CT)
Produce internal, client, and regulatory reports that support firm risk activities and participate in model validation to enhance strategic investment decision-making processes. Build and use investment models. Work with all primary asset classes (equities, rates, credit, foreign exchange (FX) and commodities) and economic relationships across asset classes. Build, prototype and improve model validation methodologies. Work with technical risk in the asset management industry. Program in Python, C++, SQL, and Matlab. Work with investment strategies and models in the fixed income asset class, including sovereign bonds, bond futures, and Interest Rate Futures (IRF). Requires a Master's degree plus 2 years experience.