Fixed Income Risk Analytics
Analytic Recruiting - New York, NY

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Prestigious $15+ billion multi-strategy hedge fund is seeking an experienced Risk Quant with a strong market risk background to join their team. Requires significant risk management experience with the following asset classes: CDO, RMBS, high yield, leveraged loans and distressed fixed income products. Reporting directly to the CRO, the Analyst will be hands-on and work closely with the traders and Portfolio Managers to assess market and credit risk exposures and impact investment decisions. Must be able to think strategically, solve problems and work in a fast-paced team environment. The Senior Risk Quant will play an integral role in helping the firm make investment decisions and have high visibility in presenting ideas to senior management. The successful candidate must hold an advanced degree in a related discipline from a top tier school, have 5+ years of experience in Market Risk management with a top tier investment bank or hedge fund, and possess excellent analytical abilities and communications skills. Technical skills with Excel, VBA, SQL, Matlab, SAS a plus. This position offers a highly competitive compensation package with long term career opportunities. Recruiter: Peter Arian