StepStone is looking to solve the problem of dynamically evaluating investments for risk, return, liquidity, and allocation targets for multi-asset class portfolios
Requirements
- Strong background in Python and MS Excel
- Experience in SAS, R or Matlab
- Deep understanding of statistical model building and data analysis
- Numerical algorithms expertise
- MySQL or other database expertise
- Knowledge of financial instruments and Bloomberg
- Some knowledge of financial modeling
Responsibilities
- Building and managing complex excel models using VBA for portfolio management functions
- Understanding and exploring concepts of risk, return and liquidity to better manage portfolios
- Model building and analysis using built-in functions and models developed from scratch in Python/R
- Data retrieval and wrangling using MySQL and Python/R
- Communicating the output of models internally, including assumptions and limitations
- Discussing internally the merits of the models and analyses
- Creating presentations for internal and external stakeholders articulating portfolio plans and investment decisions
Other
- Bachelors, Master’s degree or Ph.D. in Mathematics, Statistics, Biostatistics, Econometrics, or a related field
- Excellent written communication and presentation skills
- Experience in a financial environment
- Positive attitude, curious mindset, and strong team collaboration
- Willingness to work a flexible schedule
