Quantitative Risk Manager, Private Markets

Partners Group; Indiana (PA); On-site; USD 90,000 - 120,000; Full time

Benefits offered by this job

Competitive compensation

Performance-based bonuses

Daily lunch allowance

Career development programs

Sabbatical program

Premium facilities

Job summary

A global financial institution is seeking a Risk Manager to join their Investment Risk Management team. In this role, you will perform scenario analysis, develop quantitative models, and support decision-making through insightful reporting. The ideal candidate will have an advanced degree in a relevant field and 5-6 years of risk management experience. Offering competitive compensation and a dynamic environment, this position is perfect for those passionate about quantitative analysis and keen to contribute to risk management processes.

Qualifications

• 5-6 years of experience in risk management within public or private markets.
• Proven ability to generate original ideas and develop new models or processes.
• Deep interest in quantitative analysis and strong affinity for working with numbers.

Responsibilities

• Perform regular and ad-hoc scenario analysis of private markets data.
• Develop, maintain and enhance proprietary private markets quantitative models.
• Produce risk reporting and analytical insights for stakeholders.

Skills

Quantitative analysis

Python

SQL

Communication

Analytical skills

Education

Advanced degree in Finance or similar

Tools

Excel

Job description

A global financial institution is seeking a Risk Manager to join their Investment Risk Management team. In this role, you will perform scenario analysis, develop quantitative models, and support decision-making through insightful reporting. The ideal candidate will have an advanced degree in a relevant field and 5-6 years of risk management experience. Offering competitive compensation and a dynamic environment, this position is perfect for those passionate about quantitative analysis and keen to contribute to risk management processes.