Front Office Risk Quant Specialist
2 weeks ago
A leading Multi-Strategy Hedge Fund with over $10 billion in assets under management is seeking a skilled Front Office Risk Quant to join their team in NYC.
The fund boasts an impressive 20-year track record, and this hire will be responsible for covering their Portfolio Managers across Credit, Equities, Macro, and Volatility strategies. Primary focus will be on US Corporate Credit, Credit Indices, and Derivatives, as well as Structured Credit.
As a Front Office Risk Quant, the successful candidate will sit on the trade floor alongside multiple Portfolio Managers to research custom fixed income risk factors, enhance risk and pricing models, identify risk drivers, and perform risk decompositions. They will also actively contribute to portfolio construction decision-making.
In addition to their risk management responsibilities, this candidate will hold some front office responsibilities, functioning as a desk quant with a risk management perspective for the Portfolio Managers. This unique opportunity allows a quant risk analyst to contribute to informed and efficient risk-taking in the credit book and later across multiple asset classes.
Requirements:- 5+ years of quantitative risk, research, or development experience on the buy or sell side
- Background in Credit preferred (HY/IG bonds, CDS/CDX, CLOs, etc); Multi-Asset experience in Fixed Income + Equities is also of interest
- Experience developing and enhancing VaR, pricing, and/or factor risk models (Barra, RiskMetrics, Axioma, custom factors preferred)
- Strong Python programming skills
- Excellent communication and ability to work in a fast-paced, front office environment
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