My client is seeking an Front Office Risk Manager to join their Global Credit team in New York.
This role partners directly with portfolio managers and traders to provide real-time risk analytics, scenario analysis, and portfolio insights that drive investment and hedging decisions.
The ideal candidate will combine strong quantitative skills with deep market knowledge, particularly in corporate credit, leveraged loans, structured credit, and derivatives.
• Key Responsibilities Act as the primary risk partner to portfolio managers and traders within the Global Credit business.
• Perform daily monitoring and analysis of portfolio exposures, factor sensitivities, and liquidity metrics.
• Develop and implement stress testing, scenario analysis across private and public credit portfolios.
• Support portfolio optimisation and hedging strategies, ensuring alignment with risk appetite and fund mandates.
• Contribute to the design of new credit risk models and quantitative tools for real-time monitoring and analytics.
• Collaborate with investment, quant, and technology teams to enhance data architecture and reporting infrastructure.
• Present risk findings to the CRO, Investment Committee, and senior management in clear, actionable terms.
Qualifications
• 3 - 7 years of relevant experience in risk management, trading, or portfolio analytics within a hedge fund, asset manager, or investment bank.
• Strong technical knowledge of corporate credit, leveraged finance, high-yield bonds, CLOs, and credit derivatives.
• Proven ability to engage directly with front office teams and influence portfolio decisions.
• Advanced proficiency in Python, SQL, or R; experience
• Master’s degree in Finance, Economics, Engineering, Applied Mathematics, or related quantitative field; CFA or FRM designation a plus.
• Strong communication and presentation skills with the ability to synthesize complex data into actionable insights.
