Portfolio Risk Analytics & Reporting VP, Large Hedge Fund, NYC

Hugely successful multi-strat Hedge Fund manages nearly $80 billion across a range of Credit & Real Estate strategies, now seeks to hire a quantitative risk manager for risk reporting, risk analytics and data management of one or more credit and/or arb strategies, including credit solutions, structured credit, middle market lending, convertible arbitrage, and risk arbitrage.  Working work closely with PMs, technology, data management, treasury & marketing, you’ll ensure a high level of report and data quality, understanding portfolio risk and returns for risk & PMs.  You’ll synthesize & investigate data & explain risk outputs to a broader audience.

KEY RESPONSIBILITIES:

• Work closely with senior quantitative and risk management personnel, front office and technology team to develop, maintain risk reporting and risk application analytics;
• Maintain and develop various risk applications including VaR, stress tests, capital allocation, liquidity reserve etc.
• Monitor daily risk and PnL changes and oversight of the production of risk reports for use by senior management and the front office.
• Design and analyze hedging strategies for credit portfolios, as well as portfolio rotation and portfolio construction.
• Investigate and coordinate resolution of report production and data issues with other company stakeholders.

• Work with the Analytics and Technology to deploy risk measures for portfolio reporting

KEY SKILLS:

• Minimum 6 years’ in a buy side or sell side firms with strong risk management & Quantitative analysis experience
• Significant hands-on Data and programming experience using SQL, VBA, Python, R or some combination thereof
• Deep understanding of Credit products and Derivatives, across Structured Credit, Convertibles, Risk arb, Lending, etc.
• Masters or PhD in scientific discipline from a top university (e.g. Physics, Quant finance, Mathematics, Engineering, etc.)