| Job Information |
Our elite global Investment Management client is seeking to recruit a Credit Risk Modeling Manager with advanced R or Python programming skills to perform portfolio credit risk modeling, develop investment metrics and model risk/return scenarios for the alternative asset portfolio consisting of private equity, mezzanine debt, infrastructure finance and venture capital investments.
Responsibilities:
- Perform credit risk modeling, develop investment metrics and analyze and model risk/return scenarios for the alternative asset-class portfolio consisting of private equity, mezzanine debt, infrastructure finance and venture capital investments
- Perform stress testing and scenario analysis for the portfolio
- Perform cash flow and alternatives factor modeling to develop a multi-year financial plan for the portfolio
- Continuously develop the alternatives factor model utilizing R programming language skills
- Identify and evaluate to quantifying portfolio risk and return and to tailor risk and factor exposure analysis
- Work closely with the Chief Risk Officer for investments to develop the portfolio credit risk and simulation model utilizing R programming language skills
- Prepare scenario analysis presentations for senior management and ad hoc risk analysis requests
- Analyze market and industry trends to evaluate their potential impact on the alternatives portfolio
Requirements:
- 5+ years of investment risk management and investment portfolio risk modeling experience
- Demonstrated experience with portfolio credit risk modeling, cash flow modeling, alternatives factor modeling and risk/return scenario analysis
- Advanced R or Python programming required
- Fundamentnal knowledge of altnerative investment products (private equity, mezzanine debt, infrastructure finance and venture capital investments, etc.)
- Ability to analyze, sythesize and understand complex and often times, imperfect data and information
- Strong communication, interpersonal, business writing and presentation skills
- Proven ability to interact with and build relationships with key stakeholders across the investment organization
- Bachelor’s Degree required – major in Economics, Statistics, Financial Engineering or Finance preferred
- Advanced degree, CFA or CAIA designation preferred
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