Associate, Quantitative Risk Strat - New York, United States - Coda Search│Staffing

Description

Our firm is partnered with a midsize Credit Fund looking to expand their risk management organization by bringing on an Associate Quant Risk Strat.

The Associate, Quantitative Risk Strat will play a key role in supporting the risk management and quantitative analysis functions within our private credit investment platform. The successful candidate will have a strong quantitative background, solid understanding of credit risk analysis, and the ability to leverage data and analytics to enhance our risk management processes and drive investment decisions.

Responsibilities:

• Credit Risk Modeling: Develop, enhance, and maintain quantitative models and tools to assess credit risk across our private credit investment portfolio.
• Portfolio Risk Analysis: Conduct in-depth analysis of the credit risk profile of our private credit portfolio, including exposure concentrations, sector exposures, credit quality trends, and portfolio performance metrics. Identify key risk factors and potential areas of concern or opportunity.
• Performance Attribution: Analyze the drivers of portfolio performance and conduct performance attribution analysis to assess the contributions of various factors, including credit selection, sector allocation, and market dynamics. Identify sources of alpha and areas for improvement.
• Quantitative Research: Conduct research on quantitative methods, models, and techniques relevant to credit risk analysis and portfolio management. Stay informed about industry best practices and emerging trends in risk management and quantitative finance.
• Data Management: Work closely with data providers and internal stakeholders to ensure the accuracy, completeness, and integrity of data used for risk analysis and modeling purposes. Develop and maintain robust data infrastructure and processes to support risk management activities.
• Risk Reporting: Prepare regular risk reports and presentations for internal stakeholders, including senior management, investment teams, and risk committees. Communicate key risk metrics, insights, and recommendations effectively to support decision-making processes.
• Collaboration: Collaborate closely with members of the Private Credit and Direct Lending team, including investment professionals, portfolio managers, and other risk and quantitative analysts, to support investment decisions, enhance risk management practices, and drive business objectives.

Qualifications:

• Bachelor's degree in Finance, Economics, Mathematics, Statistics, or a related quantitative field. Advanced degree (e.g., Master's or Ph.D.) preferred.
• 2-4 years of relevant experience in credit risk management, quantitative finance, or a related field, preferably within the asset management industry with exposure to private credit or direct lending investments.
• Work Knowledge of SQL and Data Visualization tools. Preferred: Strong quantitative skills and proficiency in statistical analysis, data modeling, and programming languages such as Python, R, or MATLAB.
• Excellent analytical and problem-solving abilities, with the ability to translate complex data into actionable insights and recommendations.
• Strong communication and interpersonal skills, with the ability to collaborate effectively with cross-functional teams and present complex ideas and findings in a clear and concise manner.
• Detail-oriented with a commitment to accuracy and quality in all aspects of work. Ability to manage multiple priorities and deliver results within tight deadlines.

Location: New York, NY

Compensation: $160k - $200k All - in

Work Environment: Hybrid (4 /1 split in office/ WFH)