Private Equity Portfolio Risk Analytics And Quantitative Modeler

What role will you play in the team

You will serve as a core quantitative specialist within our private equity portfolio management division. Your mandate will center on evaluating portfolio risk exposure, implementing advanced risk management frameworks, and developing quantitative models to optimize capital allocation across diverse buyout investments and venture-backed portfolio companies.

What you will do

You will work closely with investment partners and risk committees to monitor portfolio health. Your primary tasks will involve running stress-testing scenarios, deploying specialized risk analytics tools, and generating quantitative reports that highlight market, credit, and operational vulnerabilities across our entire private equity holding structure.

Key responsibility

• Design, implement, and maintain sophisticated Risk Management Software and SAS Risk Management models to evaluate portfolio volatility.
• Execute rigorous quantitative risk analyses using Capital Markets Platforms to track asset performance and macro risk indicators.
• Develop automated reporting templates leveraging Excel Macros & VBA to streamline daily risk dashboard generation.
• Analyze capital adequacy, liquidity ratios, and downside protection mechanisms for prospective LBO and growth equity investments.
  
• Collaborate with portfolio company CFOs to standardize financial reporting metrics and improve data integrity across assets.
• Conduct scenario planning and Monte Carlo simulations to assess the impact of interest rate and currency fluctuations.

Required Qualification and Skills

Bachelor’s or Master’s degree in Financial Engineering, Quantitative Finance, Statistics, or Applied Mathematics.
• Minimum of 1 to 2 years of quantitative risk analysis experience within private equity, asset management, or risk consulting.
• Expert-level proficiency in Risk Management Software, SAS Risk Management, and Capital Markets Platforms.
• Deep understanding of valuation methodologies, M&A Modeling Tools, and debt servicing metrics.
• Strong programming and spreadsheet automation skills using Excel Macros & VBA and Python/R.
• Exceptional problem-solving abilities and strong communication skills for presenting complex risk metrics to stakeholders.

Benefits Included

• Attractive base salary complemented by annual performance incentives and carried interest participation programs.
• Robust health, accident, and critical illness insurance coverage for employees and dependents.
• Sponsored enrollment in advanced quantitative finance programs and risk management certifications.
• Standard corporate work environment with ergonomic workstations and subsidised executive dining.
• Comprehensive wellness benefits, gym memberships, and structured annual company retreats.

A Day in the Life

You kick off your morning by running risk simulations through SAS Risk Management and specialized Risk Management Software to check portfolio exposure. Mid-morning involves reviewing volatility metrics gathered from Capital Markets Platforms. After lunch, you collaborate with the investment team to refine an M&A Modeling Tool for a new acquisition target, finishing your day by presenting a risk summary report to the managing director.