Private Asset Market Risk Modeler, Vice President, Aladdin Financial Engineering

About the role

We are seeking a VP-level Data Lead to drive the data domain supporting global multi-factor Portfolio Risk models across fixed income and equity.

Domain & Data Scope

• Market data (prices, yields, spreads, returns) across regions and time zones
• Firm fundamentals and issuer-level financial metrics
• Bond-level characteristics and reference/security master data
• Fixed income analytics such as durations and spreads
• Equity returns, factor inputs, and cross-asset pricing series
• Derived model data (factor exposures, covariance matrices, risk decompositions)
• Model validation metrics and QC monitoring frameworks
• Research and exploratory datasets, including structured and unstructured sources

Key Responsibilities

• Data Domain Execution & Ownership
• Own the data domain for portfolio risk models, ensuring high standards of data quality and usability
• Ensure data meets requirements for accuracy, completeness, consistency, and timeliness
• Define and evolve scalable QC frameworks aligned with modeling needs
• Drive improvements in data integration into modeling workflows
• Quality Control & Validation
• Design and implement data validation rules and QC logic
• Establish monitoring across input and derived model data
• Ensure traceability, documentation, and reproducibility of model data
• Prioritize improvements based on impact to model performance and stability
• Cross-Functional Delivery
• Partner with portfolio risk modeling teams to translate requirements into data solutions
• Collaborate with data engineering teams to define and implement data pipelines
• Engage with upstream data providers to improve data quality and reliability
• Drive resolution of data issues across teams with strong ownership
• Data Evolution & Research Enablement
• Lead onboarding and evaluation of new datasets for modeling and research
• Define governance approaches for structured and unstructured data integration
• Support adoption of advanced techniques (including AI/ML where relevant)
• Leadership & Communication
• Drive execution across global, cross-functional stakeholders
• Provide clear, structured updates on data quality, risks, and initiatives
• Promote accountability and strong execution standards across partners

Experience

• 8–12+ years supporting data in quantitative modeling, risk, or analytics environments
• Strong familiarity with global fixed income and/or equity datasets
• Experience driving data initiatives across multiple teams and workflows

Required Skills

• Deep understanding of data lifecycle, QC frameworks, and validation processes
• Strong grasp of portfolio risk modeling data requirements
• Ability to prototype and validate data logic (Python/SQL or similar)
• Strong stakeholder management and execution focus
• High ownership, attention to detail, and delivery mindset

Pay

N/A

Schedule

N/A

Benefits

• Retirement savings plans
• Tuition reimbursement
• Comprehensive healthcare
• Support for working parents
• Flexible Time Off (FTO)