A Multi Strat Hedge Fund is hiring a Quant Risk Analyst to support multiple PMs running systematic credit and event driven strategies in their NYC office.
This team will develop risk/pricing models and analytics for HY and IG bonds, single name and indexed CDS, rate/credit hybrids, and convertible bonds. This is a central team supporting a core group of credit PMs in the front office.
This hire will support both fundamental and systematic strategies, research new trade ideas and strategies, and play a key role in the front office risk management team to maximize risk adjusted returns.
- 2-5 years of quantitative risk experience
- MS or PhD in a Quant Discipline
- Proficiency in Python/C++ and SQL
- Expertise in Bond Pricing (HY/IG corporates)
- Experience with CDS/CDX, convertible bonds, and rates and rates derivatives