My client is a global credit hedge fund looking to hire a front office risk manager for their global private credit business.

The front office risk and quantitative strategy team is seeking an individual highly skilled in quantitative analysis, financial modeling, python programming with extensive experience working closely with the portfolio managers.

The primary focus of this role would be to take responsibility of quant and risk analysis, risk reporting and running a suite of reporting tools focusing on the funds direct lending business.

The seconday focus of the role would be financial modeling for deal analysis relating to origination in addition to building out the quantiative credit risk capabilties.

The successful candidate for the role will possess:

Masters or PhD in Mathematics, Physics, Computer Science from a Top Tier University
Knowledge of fixed income or private credit asset classes
Knowledge of structural credit risk models
Experience in qunatitative analysis, financial analysis and model development
Excellent communication skills
Proficient in Python, R and SQL