A leading credit fund is looking to add headcount to their risk team to begin their domestic growth plans. The fund currently manages $5-$6B AUM primarily comprised of corporate pensions, public pensions, foundations, endowments, etc. The fund is entirely employee owned and is based out of Manhattan.
This role will report directly to the CRO and will be front-office facing. This fund greatly values risk management, as the risk team works very closely with the portfolio management team and is a serious stakeholder in investment decision-making.
- Work with the portfolio management team and investors on all portfolio risk management activities
- Analyze and back-test quantitative trading strategies and risk scenarios
- Identify and calculate risk measures and exposures across a number of portfolios
- Support the risk team in automating and generating daily and monthly portfolio reports
- Work closely with the technology team to enhance risk metrics and to create risk visualization tools
- Liase with PMs and investment analysts to understand trading results and provide quantitative support
- Work with the portfolio management team by utilizing statistical analysis and modeling
- 1-4 years of relevant work experience in a risk or trading function
- A strong advanced degree from a reputable institution
- Knowledge of credit products is required
- Knowledge of synthetic credit products such as CDS, CDSO, etc is preferred
- Strong technical skills - Python, SQL, VBA