Risk and Optimization Modeling Consultant
3 weeks ago
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.).