Front Office Risk Quant - Credit Strategies

Selby Jennings
New York, NY, United States
Full-time
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A Multi-Strategy Hedge Fund with over $10 billion AUM is looking to hire a Front Office Risk Quant to join the team in NYC.

The fund has over 20 years of track record, and this hire will cover their PMs across Credit, Equities, Macro, and Volatility strategies.

Primary focus is on US Corporate Credit, Credit Indices and Derivatives, and Structured Credit.

For this role, candidates will sit on the trade floor amongst multiple PMs to research custom fixed income risk factors, enhance risk and pricing models, identify risk drivers / perform risk decompositions, and actively contribute to portfolio construction decision making.

On the other side, this candidate will hold some more front office responsibility, almost functioning as a desk quant with a risk management perspective for the PMs.

This alternate responsibility is a unique opportunity for a quant risk analyst that wants to contribute to educated and efficient risk-taking in the credit book, and later, across multiple asset classes.

Requirements :

  • 5+ years of quantitative risk, research, or development experience on the buy or sell side
  • Background in Credit preferred (HY / IG bonds, CDS / CDX, CLOs, etc); Multi Asset experience in Fixed Income + Equities is also of interest
  • Experience developing and enhancing VaR, pricing, and / or factor risk models (Barra, RiskMetrics, Axioma, custom factors preferred)
  • Strong Python programming skills
  • Excellent communication and ability to work in a fast paced, front office environment
  • 19 days ago
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