Risk and Optimization Modeling Consultant at Realized

| Austin
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Overview
Realized Holdings, Inc. (the Company) is seeking a qualified professional to consult on the commercial real estate risk and intra-asset portfolio optimization models we are building. This individual will collaborate closely with the Company’s Risk Analytics and Real Estate teams in developing next-generation models to objectively quantify US commercial real estate risks by metros, submarkets & property types) and potential cashflow volatility for direct real estate investments, as well as investment optimization techniques (mean-variance, VaR, CVaR, Sortino Ratio/Downside Deviation, etc.) for our investors’ portfolios. Realized offers a highly collaborative, entrepreneurial environment where new ideas and approaches are encouraged.

The initial phase of this consulting engagement is anticipated to require 5-10 hours per week over three (3) to six (6) months. The engagement may be extended for substantially longer subject to performance, progress, and output.

Responsibilities

  • Research and provide guidance on the advantages and disadvantages of existing and potential risk/return frameworks, consistent with best practices used in other asset classes. 
  • Work with Company’s analysts to design, develop and validate methods and models that quantitatively assess investment risks for US commercial real estate metros, submarket, and property types.
  • Work with Company’s analysts to design, develop and validate quantitative models that assess the market, credit and/or operational risks of new and existing financial products.
  • Work with Company’s analysts to design, develop and validate intra-asset and inter-asset portfolio optimization methods and models.
  • On-going testing of output from models, as well as consultation with practitioners, the academic community, and financial institutions in support of the company's risk management efforts.
  • Critically review the underlying theory, assumptions, limitations, implementation, and performance of the methodology and models.
  • Provide on-going guidance and effort to ensure that the application of statistical concepts are appropriate, accurate, and meaningful. 
  • Review model documentation (methodology guide, user guide, policy documents, etc.).

Qualifications

  • Ph.D. (attained or in pursuing) degree in Financial Engineering, Mathematics, Financial Math, Statistics (Risk Management), Quantitative Finance, or another related quantitative field.
  • Understanding of commercial real estate, urban economics or similar. 
  • Demonstrated technical proficiency related to quantitative investment, asset class, and/or commercial real estate risk modeling and risk management.
  • Excellent programming skills in C++, Java, Matlab, Python, R or Scala. 
  • Solid communication skills, both in the ability to understand others and to make yourself clearly understood.
  • Tenacity, pragmatism, resourcefulness, problem-solving skills and mathematical creativity.
  • Team-oriented, with a strong desire to deliver excellent work, on time and on budget.


Keywords:  Data Analysis, Python (Programing Language), Microsoft Excel, R, SQL Risk Management, Quantitative Finance, Commercial Real Estate Risk, Statistics

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Technology we use

  • Engineering
  • Product
  • Sales & Marketing
    • .NETLanguages
    • C#Languages
    • JavascriptLanguages
    • SqlLanguages
    • AzureLanguages
    • .Net CoreLanguages
    • AWSLanguages
    • Git Languages
    • jQueryLibraries
    • jQuery UILibraries
    • ReactLibraries
    • AngularJSFrameworks
    • ASP.NETFrameworks
    • FlexFrameworks
    • Node.jsFrameworks
    • Microsoft SQL ServerDatabases
    • MySQLDatabases
    • Google AnalyticsAnalytics
    • Amplitude AnalyticsAnalytics
    • BalsamiqDesign
    • InVisionDesign
    • PhotoshopDesign
    • FigmaDesign
    • Adobe XDDesign
    • Aha!Management
    • AsanaManagement
    • ConfluenceManagement
    • JIRAManagement
    • HubSpotCMS
    • HubSpotCRM
    • SalesforceCRM
    • MailChimpEmail
    • HubSpotEmail
    • HubSpotLead Gen

Location

We're located in the heart of downtown at 2nd and Congress.

An Insider's view of Realized

How would you describe the company’s work-life balance?

I've been in the workforce for a good amount of time & have never worked anywhere that values work/life balance the way this company does. "Family first" is something that is genuinely meant here at Realized.

Beth

Executive Assistant

What does your typical day look like?

A typical day for me is starting out in the morning catching up on emails from our offshore product development teams followed by 1 to 2 hours of daily sync up meetings. The rest of my day is occupied with a combination of meetings, requirements gathering and clarification, and completing any daily tasks I may have for that day.

Antonio

Product Manager

What makes someone successful on your team?

Asking the 'right' questions of our investors, getting a thorough picture of their needs & situation, and documenting those details so they're accessible to other members of the team. Open and consistent communication between the investor, the closer, and the Investment Director makes the closing process as smooth & efficient as possible.

Lindsay

Client Closing Specialist

What are Realized Perks + Benefits

Culture
Volunteer in local community
Friends outside of work
Open door policy
Health Insurance & Wellness Benefits
Disability Insurance
Dental Benefits
Vision Benefits
Health Insurance Benefits
Life Insurance
Onsite Gym
Retirement & Stock Options Benefits
Company Equity
Performance Bonus
Child Care & Parental Leave Benefits
Flexible Work Schedule
Realized provides employees with a flexible work schedule that includes Core hours, Flexible start and end times.
Vacation & Time Off Benefits
Paid Holidays
Paid Sick Days
Perks & Discounts
Company Outings
Realized hosts monthly corporate outings ranging from happy hours, spring picnics to Top Golf
Stocked Kitchen
Happy Hours
Happy hours are hosted on occasion, typically at least once per quarter.
Parking
We offer employees Free off-site garage parking two blocks from the office.
Professional Development Benefits
Job Training & Conferences
Tuition Reimbursement
Lunch and learns
Realized is launching monthly lunch and learn meetings lead by the executive team. We also hold monthly book clubs.
Cross functional training encouraged
Promote from within
Paid industry certifications
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