Description

A leading global credit fund is seeking a Quantitative Risk Manager to join a high-performing Quant team. This is a hands-on role at the intersection of credit risk modelling, ratings analysis and portfolio monitoring.

The Role

1. Operational lead for running a credit model across multiple investment strategies
2. Co-own downgrade risk monitoring processes and maintain comparable datasets across a portfolio of Funds
3. Conduct research on single-obligor downgrade prediction for agency ratings
4. Serve as SME across multiple rating agency scorecard methodologies - Corporates, Project Finance, Developers and Closed End Funds
5. Contribute to structuring analytics advisory engagements using rating methodologies
6. Execute ad hoc analytical and data initiatives driven by business and investment needs

Qualifications

1. Strong STEM academic background
2. 5+ years in a quantitative credit risk or ratings-focused role
3. Predictive modelling: demonstrated experience building and running statistical models for default/downgrade prediction in a credit context
4. Credit risk knowledge: deep understanding of ratings methodologies, obligor analysis, credit scoring frameworks and structured credit
5. Accounting & financial statements: strong working knowledge of financial statements and accounting concepts, ability to model directly from company financials
6. Advanced SQL and familiarity with programming languages (Python, R or similar)
7. Strong communicator, able to present complex quantitative outputs clearly to senior stakeholders