Description

An industry-leading Private Equity firm is seeking an Investment Risk Manager within their analytical solutions team. The firm manages ~$80b across their credit and real estate investing platform and are seeking candidates with strong market risk skills specific to fixed income - corporate credit and securitized products, including bonds, loans, RMBS, ABS, CMBS, CLOs, and specialty lending.

In This Role You Will:

• Work directly with investment, quant, and risk teams to develop applications for risk analytics
• Assist the investment team with portfolio performance analytics
• Develop applications for VaR, Stress Testing, Capital Allocations, and Liquidity Reserves
• Leverage analytical skills to digest trading/risk-centric data in to improve risk analytics, trading, and reporting capabilities

The Ideal Candidate Will Bring:

• 5 years' minimum experience in a buy-side investment/quant risk, or sell-side market risk position covering Fixed Income (Credit) and Securitized Products: Agency MBS and Non-Agency RMBS/CMBS/ABS/CLO, bonds, loans, specialty lending
• Python, SQL, PowerBI (or Tableau) skills a MUST
• R, VBA (NICE TO HAVE)
• Strong communication skills - you will be working directly with the front office