Confidential
Associate Vice President, Core Analytics
Confidential, New York, New York, United States, 10001
Associate Vice President, Core Analytics
About the Company
Accomplished insurance company
Industry Insurance
Type Privately Held
About the Role
The Company is seeking an Associate Vice President for Core Analytics to join its portfolio valuation and risk management group. The successful candidate will be tasked with improving and optimizing the calculation of risk metrics for a variety of fixed-income instruments, including corporate bonds, CMBS, RMBS, and structured credit. This role involves close collaboration with portfolio managers, asset management professionals, and quantitative researchers to enhance the accuracy and transparency of risk analytics. Key responsibilities include leading development projects, building and maintaining tools that support investment decision-making, and contributing to the evolution of cloud-based infrastructure for scalability, reliability, and performance.
Applicants should have 2-3 years' of experience in a quantitative development role within financial services, a strong understanding of fixed-income instruments and associated risk metrics, and familiarity with cloud platforms, particularly AWS. The role requires strong communication skills to interact with multiple teams across the business and a solid understanding of Python, with experience in data analysis using the Python data analysis ecosystem, including libraries such as pandas, numpy, and scipy. The ideal candidate will be adept at leading projects from concept to production and be able to work effectively in a dynamic, collaborative environment.
Travel Percent Less than 10%
Functions
Data Management/Analytics
About the Company
Accomplished insurance company
Industry Insurance
Type Privately Held
About the Role
The Company is seeking an Associate Vice President for Core Analytics to join its portfolio valuation and risk management group. The successful candidate will be tasked with improving and optimizing the calculation of risk metrics for a variety of fixed-income instruments, including corporate bonds, CMBS, RMBS, and structured credit. This role involves close collaboration with portfolio managers, asset management professionals, and quantitative researchers to enhance the accuracy and transparency of risk analytics. Key responsibilities include leading development projects, building and maintaining tools that support investment decision-making, and contributing to the evolution of cloud-based infrastructure for scalability, reliability, and performance.
Applicants should have 2-3 years' of experience in a quantitative development role within financial services, a strong understanding of fixed-income instruments and associated risk metrics, and familiarity with cloud platforms, particularly AWS. The role requires strong communication skills to interact with multiple teams across the business and a solid understanding of Python, with experience in data analysis using the Python data analysis ecosystem, including libraries such as pandas, numpy, and scipy. The ideal candidate will be adept at leading projects from concept to production and be able to work effectively in a dynamic, collaborative environment.
Travel Percent Less than 10%
Functions
Data Management/Analytics