Quantitative Risk & Analytics Manager
Quantitative Risk & Analytics Manager
An industry-leading alternative asset management firm is seeking an Investment Risk Manager within their analytical solutions team. The firm manages ~$80b across their credit and real estate investing platform and are seeking candidates with strong market risk skills specific to fixed income (credit), and securitized products (Agency MBS, Non-Agency RMBS/CMBS/ABS/CLOs).
In This Role You Will:
- Work directly with the investment, quant, and risk teams to develop applications for risk analytics
- Assist the investment team with portfolio performance analytics
- Develop applications for VaR, Stress Testing, Capital Allocations, and Liquidity Reserves
- Leverage analytical skills to digest trading/risk-centric data in to improve risk analytics, trading, and reporting capabilities
The Ideal Candidate Will Bring:
- 3 - 8 years' experience in a buy-side investment/quant risk, or sell-side market risk position covering Fixed Income (Credit) and Securitized Products: Agency MBS and Non-Agency RMBS/CMBS/ABS/CLO
- SQL, Excel VBA, PowerBI (or Tableau) skills a MUST
- Python or R (NICE TO HAVE)
- Strong communication skills - you will be working directly with the front office
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