Duties: Lead researcher for SimCorp's Multi-Asset Class (MAC) risk model, with a focus on fixed income and municipal bond integration. Design, enhance, and maintain the factor risk model framework supporting multi-asset risk forecasting and portfolio analytics. Implement production-quality research code (e.g., Python/R/SQL) for model estimation, back testing, and reporting. Develop yield-curve, spread, and volatility models; produce security-level analytics (duration, convexity, OAS). Build portfolio risk/attribution, stress testing, and scenario analysis tools; prepare analytics and dashboards for stakeholders. Collaborate with engineering to deploy services/APIs; support integration with analytics and reporting tools. Participate in vendor assessments and benchmarking of third-party datasets or analytics. Document methodologies, assumptions, limitations, and validation results in technical memos compliant with model governance standards. Build, calibrate, and validate factor models and security-level analytics using statistical/econometric methods and time-series analysis. Maintain research environments, dependencies, and containers to ensure portability and reproducibility.
To apply: Visit https://www.jobpostingtoday.com/application/67533/apply
JOBS.NOW Note: To tap into these hidden job opportunities, it's crucial to adhere strictly to the application process outlined in each job ad. At JOBS.NOW, we ensure that every listing includes detailed employer instructions. Follow them precisely to be considered for these unique positions!
The "Log Application" button simply allows you to log the application for your records - JOBS.NOW does not submit any applications to employers directly. Remember to still apply through the method indicated in the job ad (mail, email, or via link).
Please note that JOBS.NOW is an independent website and does not post this listings on behalf of any employers nor do we receive any compensation for these listings. All listings are sourced via media or internet channels required by the PERM process.
