Quant Engineer AVP - Portfolio Analytics & Risk

iCapital Network; New York (NY); Hybrid; USD 130,000 - 170,000; Full time

Benefits offered by this job

Equity

Annual bonus

Comprehensive benefits

Job summary

iCapital Network in New York, NY is seeking a Quant Engineer- Assistant Vice President to join the Portfolio Analytics team. The role will implement statistical, machine learning, and quantitative models to support portfolio construction, asset allocation, and risk management, contributing to analytics for multi-asset portfolios.

You will develop robust, scalable models, test and document methodologies, and collaborate with researchers and developers to deliver risk analytics within the firm's

Qualifications

• 6+ years of professional experience in quant itative financial modeling, data science, or software development
• Strong programming skills in Python for data analysis, modeling, and software development
• Strong problem-solving and communication skills, with the ability to explain technical concepts to non-technical audiences

Responsibilities

• Develop robust and scalable quant itative financial models and collaborate closely with quant researchers to produce proprietary risk analytics models as part of the firm’s software platform.
• Test, validate, and document quant itative methodologies to ensure accuracy, robustness, and transparency.
• Develop centralized financial calculation engines powering the firm’s commercial technology platform.
• Document and communicate quant itative methodologies and analytics to others including stakeholders and clients.
• Collaborate with other teams to ensure risk analytics are delivered through the software platform with excellent user experience.
• Collaborate regularly with other stakeholders and partners to solicit requirements, seek feedback and provide updates.

Skills

Quant modeling

Python

Problem solving

Communication

Dynamic environment

Java/Scala/C++

Distributed systems

Cloud services

Job description

iCapital Network in New York, NY is seeking a Quant Engineer- Assistant Vice President to join the Portfolio Analytics team. The role will implement statistical, machine learning, and quantitative models to support portfolio construction, asset allocation, and risk management, contributing to analytics for multi-asset portfolios.

You will develop robust, scalable models, test and document methodologies, and collaborate with researchers and developers to deliver risk analytics within the firm's