VP, Credit Quant Risk Strategist

Coda Search│Staffing; New York (NY); On-site; USD 175,000 - 225,000; Full time

Job summary

A leading global investment firm is seeking a VP for its Quantitative Risk Strategies team. This high-impact role involves managing risk across public credit strategies and developing analytical tools. Candidates should have 8+ years of experience in a quantitative risk function, a Master’s degree from a top-tier university, and programming proficiency in Python and SQL. This position offers a competitive salary range and performance-based bonuses.

Qualifications

• 8+ years of experience in quantitative or risk function within public credit markets.
• Strong understanding of credit instruments including high yield bonds and leveraged loans.
• Demonstrated ability to operate independently and collaboratively.

Responsibilities

• Manage market, credit, and liquidity risk across public credit strategies.
• Design and enhance quantitative tools for portfolio construction and analytics.
• Present risk insights and portfolio metrics to senior stakeholders.

Skills

Quantitative risk management

Programming in Python

Programming in SQL

Analytical skills

Communication skills

Education

Master’s degree in a STEM or quantitative finance discipline

Tools

Excel

Job description

Base pay range

$175,000.00/yr - $225,000.00/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.

Key Responsibilities

• 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

Qualifications

• 8+ years of experience in a quantitative or risk function within public credit markets at a 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

Compensation

Base: $175 – $225k

Bonus: 25% – 35% (Pending Performance)