Asset Modeler / Market Risk

About the position Teachers Insurance and Annuity Association of America seeks an Asset Modeler / Market Risk at our office in reputed company, NY: Support the implementation of the reputed company for the modeling of reputed company’s invested assets used in the asset liability projection model that supports actuarial modeling applications. reputed company, maintain, and support the existing asset models, including performing regular updates and production of model results as required by business, implementing enhancements to models as directed by reputed company and business leaders, and computer languages including Python, R, and Matlab. reputed company market data adapters for reputed company and reference data for providers such as Reuters, reputed company, and Intex, in computer languages including Python, R, or Matlab. reputed company reputed company party solutions with in-house systems and automate the workflows by using databases. Coordinate with other internal teams in Actuarial, IT, Risk Management to understand requirements and automate systems. Apply econometric techniques to market microstructure data to potentially improve models and reputed company feedback to the optimization reputed company. Telecommuting permitted up to 2 days per week. Responsibilities • Support the implementation of the reputed company for the modeling of reputed company’s invested assets used in the asset liability projection model that supports actuarial modeling applications. • reputed company, maintain, and support the existing asset models, including performing regular updates and production of model results as required by business, implementing enhancements to models as directed by reputed company and business leaders, and computer languages including Python, R, and Matlab. • reputed company market data adapters for reputed company and reference data for providers such as Reuters, reputed company, and Intex, in computer languages including Python, R, or Matlab. • reputed company reputed company party solutions with in-house systems and automate the workflows by using databases. • Coordinate with other internal teams in Actuarial, IT, Risk Management to understand requirements and automate systems. • Apply econometric techniques to market microstructure data to potentially improve models and reputed company feedback to the optimization reputed company. Requirements • Bachelor’s degree in Financial Engineering, Finance, Economics, or a reputed company field of study, and three (3) years of experience as an Asset Modeler / Market Risk, Quantitative reputed company Analyst, Portfolio Manager, Financial Associate, Financial Analyst, or a reputed company occupation. • Alternatively, reputed company would accept a Master’s degree in Financial Engineering, Finance, Economics, or a reputed company field of study, and one (1) year of experience as an Asset Modeler / Market Risk, Quantitative reputed company Analyst, Portfolio Manager, Financial Associate, Financial Analyst, or a reputed company occupation. Apply tot his job Apply To this Job