VP, Credit Quant Risk Strategist

Base pay range

$/yr - $/yr

A leading global investment firm is seeking a VP to join its Quantitative Risk Strategies team within the Public Credit business of a $150B+ credit fund. The individual will play a critical role in risk management and quantitative analytics across high yield, broadly syndicated loans, and CLO portfolios.

This is a high-impact opportunity to work alongside portfolio managers and senior risk leaders to develop, enhance, and scale risk frameworks and analytics in support of a multi-billion-dollar public credit platform.

• Proactively manage market, credit, and liquidity risk across the firm’s public credit strategies
• Design and enhance quantitative tools for portfolio construction, stress testing, and analytics
• Collaborate with technology teams to automate and institutionalize analytical processes
• Present risk insights and portfolio metrics to portfolio managers and senior stakeholders
• Maintain a strong control function mindset and advise on best practices across the platform

• 8+ years of experience in a quantitative or risk function within public credit markets at an Investment Bank, Credit Fund, or Asset Manager.
• Master’s degree in a STEM, quantitative finance, or data‑science discipline from a top‑tier university
• Strong programming proficiency in Python and SQL; advanced Excel skills
• Deep understanding of credit instruments including high yield bonds, leveraged loans, and CLOs
• Excellent analytical, communication, and presentation skills
• Demonstrated ability to operate independently and collaboratively in a fast‑paced environment

Base: $175k - $225k

Bonus: 25% - 35% (Pending Performance)

Mid‑Senior level

Full‑time

• Analyst and Finance
• Investment Management and Financial Services

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