Established in 2002, this firm is a registered investment adviser with a focus on global credit investing. Its strategic design aims to equip it with extensive resources, expertise, and capital dedicated to global credit market investments. The firm's business model is centered on leveraging synergies across its platform, cultivating comparative advantages, recruiting and training exceptional talent, and promoting a culture of teamwork. Currently, the company has a workforce exceeding 300 employees and oversees approximately $27 billion in investable assets. Notably, its Investor Relations team has consistently secured a position in the Top 10 globally for the past four years, achieving a Top 3 ranking in three of those years, according to investor assessments.
Currently they are looking to hire their first risk hire in their Charlotte office where this person needs to have a quantitative background with hands on experience in python and preferred distressed hedge fund credit.
Responsibilities/Requirements
- Heavy use of Excel, SQL, and Python in the role
- Ideal candidate: Quickly writes quality Python code for independent statistical analysis
- Aptitude for using advanced math to solve business problems
- Strong communication skills for interaction with various business units
- 2-5 years of experience required.
- Hands-on risk modeling and hedging experience
- Understanding of financial products and derivatives
- Advanced degree in a quantitative discipline preferable
- Eagerness to learn and be a team player
- Direct experience in a Distressed credit hedge fund preferable
- Experience building pricing and valuation models for various product types preferable
- Valued attributes: analytical, smart, and intellectually rigorous
- Encourages a culture characterized by integrity, humility, mutual respect, teamwork, leadership, a commercial approach, rigorous execution, and a commitment to excellence
