VP, Quant Risk Strategist – Public Credit & CLOs

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

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.