Enterprise Portfolio Researcher
full-time•Bengaluru
Summary
Location
Bengaluru
Type
full-time
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About this role
Enterprise Portfolio Researcher
We are looking for a motivated Quantitative Risk Modeler with 1- 3 years of experience to join our team. This role focuses on developing and maintaining multi-asset class analytics frameworks to the Firmwide portfolio of teams and senior management decision-making. If you have a passion for quantitative finance, risk modeling, and applied statistics, this is an excellent opportunity to grow your career in a dynamic and collaborative environment.
Principal Responsibilities:
Principal Responsibilities:
- Development of multi-asset class analytics across all MLP strategies, supporting the Office of the CIO across Enterprise-wide initiatives
- This includes working on the centralized performance evaluation framework at MLP, improvements on VaR and Stress methodologies, as well as implementing centralized back-testing and model performance frameworks
- Contributions to the development of multi-asset class content generation, as well as centralized visualization tools for the platform used by senior management.
- Ownership in developing a quantitative framework for identifying, measuring, managing, and reporting multi-asset class analytics across the platform.
- PM performance measurement and analytics to help inform management decisions.
- Ownership of a multi-asset class stress-testing framework, including insights into key risk drivers to action management decisions.
- Capital utilization and allocation models across portfolio manager teams. Cost of liquidation measurement and management, as well as associated returns relative to constrained resources.
- Post initial model development work, coordinate with relevant Technology departments to ensure changes are deployed into to production
Qualifications:
- The candidate should have a degree in a quantitative field such as statistics, mathematics, computer science or financial engineering
- Strong programming skills, prior experience with Python (Polars and/or Pandas). Proficiency in at least a compiled and statically typed language is a plus
- Knowledge of mathematical and statistical analytics tools: estimation of linear models, dimensionality reduction techniques e.g. Equity Factor Models, Principal Component Analysis, and performance analytics (e.g., Sharpe ratios, drawdowns).
- Sense of responsibility and integrity. Intellectual curiosity and entrepreneurial mindset. Willingness to work and have fun in the process.
- Good presentation and communication skills, experience in either preparing or participating presentation for senior management-style meetings
Other facts
Tech stack
Quantitative Risk Modeling,Applied Statistics,Python,Performance Evaluation,VaR Methodologies,Stress Testing,Capital Utilization,Data Visualization,Communication Skills,Presentation Skills,Model Development,Analytics Frameworks,Statistical Tools,Dimensionality Reduction,Performance Analytics,Intellectual Curiosity
About Millennium
Millennium is a global, diversified alternative investment firm, founded in 1989, which manages $83.5 billion in assets. Defined by evolution, innovation and focus, Millennium's mission is to deliver high-quality returns for our investors.
Millennium seeks to empower talented professionals with the sophisticated expertise, resources and technology to pursue a diverse range of investment strategies across industry sectors, asset classes and geographies.
See our community guidelines at: mlp.com/guidelines
Read our disclosures at: https://www.mlp.com/disclosures/
Team size: 5,001-10,000 employees
Website: https://www.mlp.com
LinkedIn: Visit
Industry: Investment Management
Founding Year: 1989
What you'll do
- The role involves developing multi-asset class analytics frameworks to support senior management decision-making. Responsibilities include performance measurement, stress-testing frameworks, and coordinating with technology departments for model deployment.
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Frequently Asked Questions
What does a Enterprise Portfolio Researcher do at Millennium?
As a Enterprise Portfolio Researcher at Millennium, you will: the role involves developing multi-asset class analytics frameworks to support senior management decision-making. Responsibilities include performance measurement, stress-testing frameworks, and coordinating with technology departments for model deployment..
Why join Millennium as a Enterprise Portfolio Researcher?
Millennium is a leading Investment Management company.
Is the Enterprise Portfolio Researcher position at Millennium remote?
The Enterprise Portfolio Researcher position at Millennium is based in Bengaluru, India. Contact the company through Clera for specific work arrangement details.
How do I apply for the Enterprise Portfolio Researcher position at Millennium?
You can apply for the Enterprise Portfolio Researcher position at Millennium directly through Clera. Click the "Apply Now" button above to start your application. Clera's AI-powered platform will help match your profile with this opportunity and guide you through the application process. You can also learn more about Millennium on their website.