Portfolio Risk Reporting Manager (VP), Large Hedge Fund, NYC

New York
Ref: PRRM-0403
Up to $300k USD total + benefits
Leading Hedge Fund
Risk Reporting, Performance Attribution, Corp Credit, ABS, MBS, CLOs, Intex, Python, SQL

This truly outstanding multi-strategy Hedge Fund manages nearly $50 billion across a range of Credit and Real Estate strategies for its institutional & private clients. Reporting to Head of Portfolio Risk and Analytics, they seek to recruit a quantitative risk manager to lead their portfolio reporting function and manage a small team responsible for production of the internal portfolio reporting and data management for a $30+ billion complex of credit portfolios across corporate & structured credit.


  • Lead the day-to-day management of the portfolio risk reporting function (50 to 100 reports per day)
  • Develop Performance Attribution functionality to dissect returns among risk factors.
  • Manage a team (2 local, 5 international) producing daily portfolio reporting & data management for a $30+ billion complex of credit portfolios
  • Oversee daily validation process for risk analytics and position-level reference data
  • Work with PMs & management on specifications for new reports
  • Work with the Analytics and Technology to deploy risk measures for portfolio reporting


  • 10+ years’ experience in risk management or quantitative analysis with a focus on reporting at a Bank, Asset manager or Hedge Fund.
  • Knowledge of credit products across: MBS/ABS, Loans & Bonds, Distressed/par, Convertibles, and Derivatives
  • Proven ability to lead a small team of technical personnel
  • Strong skills in Python, SQL, Excel and VBA required. (Power BI a plus)
  • Masters in scientific discipline from a top university (e.g. Physics, Quant finance, Mathematics, Engineering, etc.)