Hybrid Quantitative Risk Manager — Fixed Income

Daley And Associates, LLC; New York (NY); Hybrid; USD 175,000 - 200,000; Full time

Job summary

Daley And Associates, LLC is seeking an Investment Risk Manager to join the Global Alternative Investment Firm’s risk team. The role emphasizes quantitative risk modeling for fixed-income assets, collaboration with portfolio management, and translating research into actionable investment insights.

Ideal candidates bring 5+ years in quantitative risk, advanced degrees in economics/finance, and strong tool proficiency (Aladdin, Bloomberg, Yield Book, Python, R, SQL, Excel).

Qualifications

• 5+ years of experience in quantitative analysis or investment risk within financial services.
• Master's degree or PhD in Economics, Finance, or a related quantitative field.
• Strong experience with risk-factor modeling.
• Familiarity with platforms such as Aladdin, Bloomberg, and Yield Book.
• Proficiency with Excel/VBA, SQL, Python, R, or similar analytical tools.
• Excellent communication skills with the ability to explain complex quantitative concepts to non-technical audiences.
• Collaborative mindset and ability to work effectively across investment and business teams.

Responsibilities

• Design and enhance quantitative risk models for fixed-income assets.
• Monitor portfolio risk and provide regular risk reviews.
• Analyze performance drivers, including return and volatility.
• Conduct independent research on risk and return factors.
• Translate research into actionable investment insights.
• Partner with portfolio management, client service, and external clients on quantitative topics.
• Participate in client discussions and industry forums.

Skills

Risk modeling

Excel/VBA

SQL

Python

R

Communication

Cross-functional

Education

Master's degree or PhD in Economics/Finance

Tools

Aladdin

Bloomberg

Yield Book

Job description

Daley And Associates, LLC is seeking an Investment Risk Manager to join the Global Alternative Investment Firm’s risk team. The role emphasizes quantitative risk modeling for fixed-income assets, collaboration with portfolio management, and translating research into actionable investment insights.

Ideal candidates bring 5+ years in quantitative risk, advanced degrees in economics/finance, and strong tool proficiency (Aladdin, Bloomberg, Yield Book, Python, R, SQL, Excel).