A leading multi-strat hedge fund with over $30bn AUM is hiring a Quant Analyst to cover Credit Products and Strategies in New York. This hire's primary coverage will be L/S Credit and Cap/Convert-Arb.
This individual will work closely with Credit PMs and lead regular meetings to explain PnL and key portfolio risks, assess and resolve limit breaches, and contribute to risk-aware investment strategy that will maximize risk-adjusted returns.
The fund ideally would like this individual to grow into a senior risk manager with full strategy coverage across corporate credit, capital structure, and convertible arbitrage. As a leader on the team, they would be expected to interview PMs, develop and enhance risk frameworks and limits.
- Monitor credit trading portfolios and directly support fundamental and systematic credit PMs
- Develop custom risk analytics
- Perform risk factor analysis, risk decomposition, and explain PnL drivers to PMs
- Collaborate with senior risk management, technology, and quant teams to assist in enhancing credit strategies
- Perform ad hoc analysis and build tools and models
- 3+ years of experience in fixed income risk analytics
- Expertise in SQL, R, Python, Excel; proficiency using Bloomberg API, VBA, Shiny, C++
- Required product coverage: corporate credit, straight and convertible bonds, CDS, loans, options
- Preferred coverage: nonlinear credit/rate/equity products, tranches, systematic/arbitrage trading strategy experience