Join OTPP as an Investment Associate focused on risk models for private assets. Ideal for candidates with a creative approach to quantitative finance and model development.
In this vital role, you will contribute to developing and refining production-grade risk models for OTPP’s extensive private markets portfolio in Equities, Real Estate, and Infrastructure. Reporting to the Director, you'll work closely with colleagues to assess market and credit risks associated with investments exceeding $140 billion. Your strong analytical skills and innovative mindset will be essential as you seek to enhance modeling efficiency.
Key Responsibilities:
• Develop risk models for various private asset classes
• Maintain and improve asset-specific risk models
• Document methodologies and validation tests
• Collaborate with teams on model integration
• Conduct annual model recalibrations
Requirements:
• Master’s degree in a quantitative discipline required
• Minimum 2 year...