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Quant Analyst - Credit Strategies

Selby Jennings QRF
Manhattan, United States
Posted 2 days ago Hybrid Permanent Negotiable
A leading multi-strat hedge fund with over $30bn AUM is hiring a Quant Analyst to cover Credit Products and Strategies. This individual will sit in New York and support the Global Head of Credit Risk.

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.

Responsibilities:

  • 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

Qualifications:

  • 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
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Job ID  PR/365196
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