In this role, the selected candidate will contribute to the development and maintenance of strategic asset allocation models based on various frameworks such as mean variance optimization, minimum shortfall, simulation based, risk-parity etc.
In this role, you will review for quality, analyze and document the content and structure of data from a variety sources, including but not limited to energy efficiency program data, billing data, survey data, energy usage data, interval load data, demographic data and weather data.
In this role, you will work with various internal clients to strenuously test and monitor model and application utilization and performance; coordinate user acceptance testing and feedback for IT development efforts.
In this role, the selected candidate will be responsible to develop, implement and maintain global asset allocation quantitative models that forecast returns for various asset classes and generate strong performance for our clients.
In this role, the selected candidate will support the development of sector/industry risk assessment methodologies and quantitative measurement techniques for credit risk exposures and structured products.