Blackstone Credit & Insurance - QDR-Quant – Senior Associate
$160,000–$215,000 year
On-siteNew York, United States
Job Summary
Develop and use models of investment instruments across multiple asset classes, building statistical and behavior models of insurance company liabilities. Create risk management analytics to capture exposures to market, actuarial, and behavioral factors, and construct portfolio optimization algorithms appropriate for regulatory frameworks. Model and project the evolution of insurance company capital and develop Monte Carlo paths while partnering with Technology to automate reporting processes. Implement the full-cycle of quantitative model development including comprehensive documentation and manage governance of models, data, and analytics.
Required Qualifications
- Master's degree (or foreign equivalent) in Financial Engineering, Statistics, Mathematics, or a related field
- Minimum of 2 years of experience in job offered or related occupations
- Minimum of 2 years of experience with graph-based programming platform like Slang or SecDB
- Advanced machine learning techniques and statistical tools
- Minimum of 2 years of experience with specialized python modules like sklearn, tensorflow, cvxpy, statsmodels etc.
- Strong proficiency with SQL and python
- Minimum of 2 years of experience working in code versioning systems like Github and CVS
- Minimum of 1 year of experience working with Big Data infrastructure tools like Hadoop, Spark and Pyspark
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