An industry-leading credit fund is looking to onboard a Senior Risk Analyst to report directly to the CRO. The fund was at the top of the board in terms of positive returns in 2020 and is now in growth mode. The fund currently manages >$5B AUM, and it's investors are predominantly institutional, including corporate pensions, public pensions, fund of funds, foundations, endowments and family offices.
This role will sit on the trade floor alongside the investment teams and will operate in a team lead capacity. You will be accountable for working closely with the investment teams on generating higher risk adjusted returns, leading projects with the junior analysts in the group, and assisting the CRO in leading Risk Committee meetings.
- Work closely with the investment teams in helping them understand the specific risk drivers in their portfolios and providing the necessary quantitative support to yield increased risk adjusted returns
- Support the risk team in designing, automating, and generating risk reports for senior management
- Perform ad hoc portfolio back testing and scenario simulations
- Assist in developing investment strategies by utilizing statistical analysis
- Work on risk research projects with the goal of enhancing portfolio construction
- Assist the CRO in leading Risk Committee meetings
- Work with the tech teams and contribute to the development of their risk platform
- Develop and build new tools to manage risk and improve portfolio construction
- 4+ years of experience
- Knowledge of credit products or fixed income in general is required
- Strong quantitative and analytical skills
- Programming skills - Python, SQL, VBA
- Strong verbal and communication skill